Its not that hard, just smile and say hi. Then you can go in 2 directions. 1) ( only if you have the balls) Tell her that you saw her looking at you, and wondered what she was thinking. Most times they'll just blush and you're in, but some women won't like that, and will tell you that you look like a moron under the squat bar and that she was laughing at you. 2)Make a joke about how out of shape/weak you are, then ask for their input. Hopefully it was a decent joke, so she's still kinda laughing and able to return the joke. If you can make a girl laugh in the gym, then you've got her hooked. And no, that doesn't mean you should wear tights and a leotard, then they're just laughing AT you.