Don't think about trying to get a "connection" with the person, it's just conversation, not an interview.
The important thing to remember is there is no reason to be embarrassed: this person has nothing against you, she just doesn't feel like talking to you. Maybe she would at some other time, maybe never. Either way, It's Not A Big Deal, just talk to the next girl you meet instead. After a while it gets easier and you don't even think about it.