Liberator, I have somewhat similar feelings myself, if not maybe to the same degree that you do. I don't have what I'd consider to be any real friends; I have plenty of acquaintances from my floor and at home whom I enjoy hanging out with, but I've never found anyone, male or female, with whom I've been able to open up and really be myself. I'm really not that comfortable with interacting with other people; I prefer being alone to being in a group. I've never had a girlfriend, not because I don't want one, but because I don't have the slightest idea on how to actually form a real relationship with someone (other than my parents/siblings/other family members). I'm heavily introverted; in fact, the only place I really feel comfortable being myself is online in forums. I think that has to do with the fact that talking on forums doesn't require actual physical conversation; you get to plan out what you want to say before you say it, and you're able to take as much time as you want to digest responses.
There are probably plenty of psychologists out there who would diagnose me with some sort of social disorder; I think they're all just a bunch of hacks, and I would never trust one of them to help me. The funny thing is, although I used to be slightly depressed at my inability to open up to people, these days, it doesn't really bother me that much. I enjoy being alone, and I don't really feel that I'm not missing that much by being anti-social. I've found that, over the years, I've been able to attain at least a minor level of comfort in social situations; it wasn't a conscious process, but more like something that just kind of happened over time. This isn't saying that my way of looking at things is right, or even that it's healthy, but one thing you might want to consider trying is looking at your situation in a new light. Try considering that just because you're different from most people doesn't mean that there's something wrong with you. Learning to accept who you are isn't easy by any means, but it is very important. Over time, I've learned to accept the fact that I will most likely never be a social person. It's true that I may have only myself to talk to a lot of the time, but at least we understand each other perfectly.
Just give things some time. Learn to appreciate yourself for who you are. We all have our faults, but that doesn't make any of us perfect. Just be who you are, even if it means that you won't be a social person. You can take some comfort in knowing that there are other people out there like you, that not everyone is a "social butterfly."
No offense to the rest of you, but just telling Liberator to "do something" isn't doing him any good. There's not really anything you can do if you're this type of person, at least not that I've found. Either you remain depressed about it and continue yearning to be "normal," or you just accept that you're different and find contentment in knowing that you're not an average person.