I've used this twice and it worked both times. Go up to her and say hello & your name. Tell her you aren't one of these guys who hits on women at the gym, so can you get her number to call her and hit on her later. If she laughs, get the # and say bye--and nothing else. Should be no more than a minute conversation. You have to say it with a little charm and confidence though or it just sounds like a bad pick up.