Find out where she feels less shy and go there, reproduce the situations that make her feel more comfortable. You have to be direct, perhaps, saying 'I know you're very shy, and I think thats sweet, but I'd like you to feel more at ease when we're together.
What can we do or where can we go to make you feel less shy?' and if she can't overcome her embarrassment, ask her where she was and what she was doing the last time she felt completely at ease. Altogether,it's like you're working on the problem together and at very worst, she'll appreciate this.