Talk about one or a couple of your hobbies that you know a lot about that they MAY be interested in. This advice is for someone who does`nt "have anything to say".
Have them talk about themselves. Girls like that they can talk to someone, and TRY to understand their situation and/or problems they might be having.
Be cool, don`t always say "I`m bored, I have nothing to do, I have no friends..."
Are you asking them out at any given time after you start talking to them? Maybe because you`re not making a move, they think you`re not interested and become "friends". Y
You have the friends thing to fall back on, at least they WANT to keep speaking with you. SAo, you just gotta make them WANT you as something other than just friends.
Good luck.