This thread is fascinating.
Coolness, I think one of the problems is that while conversation comes naturally to many people, to some it really doesn't, and it can be very frustrating if you're in this second group. Nonetheless, it's by no means an insurmountable difficulty, and all the time such people can and do learn to do what others manage innately. While to a certain extent advice can help you here (and the advice that has already been given is very much worth following), the only way you can really learn is by throwing yourself into conversations and just having a go at interacting, and trying to ignore any discomfort you may experience in doing this. Of course some pointers are always useful, and on top of what you've already been told, it helps to try and remember the purpose of conversation, which is largely twofold: to exchange information, and (perhaps more primarily) as a sort of social lubrication device. The first of these is easy - everyone has things they're interested in, and perhaps the only major barrier to talking about such things is how to formulate your thoughts in language, which becomes easier the more comfortable with language you are - perhaps you could try reading a lot of varied things if you're having difficulties with this. The second, however, is harder, as it's proverbially not about what you say, but how (and indeed when) you say it. Hence the rules hear are more difficult to learn, and have to be picked up by observing other people and mimicking what they do to a certain extent. Also try to remember that (assuming it's a friendly conversation), the purpose is to promote amicable interaction, so as long as you're managing this, you can't be going too far wrong. This can still be an incredibly difficult skill to master, and as a result I continue to have difficulties with small talk, especially with people I don't know well. Nevertheless, I'm gradually improving, and I'm sure that with time (and a little effort), you'll also become more happy with having conversations.