To be brutally honest, whether someone minds if you're a virgin probably depends on what they feel most comfortable with, and possibly whether they are virgins themselves. For some people, it's less intimidating, there are less expectations. But I...personally...would mind a bit.
If you are really serious about becoming less shy, you've really got to push yourself. It's good to do something new that challenges you (or even scares you) maybe each week. You could start of by
doing really simple things like talking to your neighbours as much as you can when you see them around, talking to people in queues, or randomly PMing people on KHI and introducing yourself to try and start up a friendship. Joining clubs is usually a good idea. Then you could progress to becoming more independent and assertive. In terms of finding girls, perhaps start by going to a club with your friends, and approaching girls in a group, and eventually narrow it down so it's you approaching a girl on your own.
Is there a particular reason why you are shy? Low self-esteem? (I'm really shy too, btw, but I try not let it get in the way of my life)