Well, clearly you are doing something wrong but you don't give us enough information. Before I continue, read Bradd80's post on Don Juan Tips section about his secret guide to mastering dj life. Good stuff here:
http://www.sosuave.net/forum/showthread.php?t=197705
Also, read the tread on real versus perceived value:
http://www.sosuave.net/forum/showthread.php?t=202361
Now, maybe you read all that already. If so, I'm going to take some guesses and you have to honestly reflect on if any of this is true.
(1) PERSONAL APPEARANCES AND HYGIENE
Do you work out?
Have you fixed your wardrobe?
Shower, brush your teeth, floss everyday?
Have you worked on body language?
(2) SOCIAL CIRCLE GAME
Have you worked this angle? It will already give you proof, so there's start.
If your circle is too small, expand it.
Also, make a friend or two of women in your circle and get them out with you on a pick-up. Have them critique you. They may not know what you are doing wrong from a DJ perspective, but they can tell you from a woman's.
(3) APPROACHING
My guess is that you are often failing at cold approaching. It is hard and sometimes not worth it if your game ain't tight. This can lead to discouragement for some.
Work on indirect approaches. Situational openers. These come off more naturally.
(4) KINO
She should barely notice it early on. But you got to do it and she should notice it at least and it should seem normal. Light hand on shoulder for 1-2 seconds making a point. Hand on her back going through a doorway or when taking a seat. Don't over do it. Touch thighs underneath the table when it's crowded. If she doesn't move, it's good.
That's just for starters and it doesn't even cover isolation and escalation.
But lets deal with comfort and rapport, because if you are opening up lots of sets, this is probably where you are blowing it. Here's some things to keep in mind:
DO NOT come off as if you want something from a woman. If she feels like you are gaming her, you are doing it wrong, especially early on.
Make sure you are comfortable looking a woman in the eye when talking to her.
Start gaming women who you have no intention of sleeping with. It will give you practice.
Try this: Get a woman out and game her all night long with conversation, eye contact, confidence, body language, bouncing to new venues, getting her to talk about herself and laugh... do all that right and you will not even have to steer her toward thinking sexually. It will happen on its own. That is, she'll want you and will feel like you never even hit on her. She might even propose sex. But if she doesn't and you know she's turned on, kiss her dammit and see if you can escalate from there.
Women sniff out neediness and desperation from a mile away. You got to kill that stuff. Worse, they interpret some things in that light even if it isn't. Aloofness and outcome independence are your friends.
Are you blowing up their phones? Liking their posts on Facebook? Stop that stuff.
Don't build rapport over text. Get them out. Tell, don't ask. "Hitting up the bar for happy hour. Come join!" Simple stuff like that.
Don't get into intellectual conversations with women you are gaming. You must keep it light and fun. Emphasis on fun. Girls just want to have it, you know?
Are you a downer at parties?
Do you walking around with your drink at your chest or hands in your pockets? Stop it.
Stop wearing tennis shoes. Make sure your clothes fit.
There's a ton more, but if you are failing like you said you are, you are probably messing up a lot of fundamentals.
