OK, whatever you do, do not go up and just hit on her... there is nothing worse than being at the gym feeling all sweaty and gross and you have some guy come up and start hitting on you out of no where. Be sly, go grab weights when she is putting some away or something, say hi, make her smile, but stop there. Pull some embarrassing running into her thing like crossing paths to get different weights and almost run into each other, or go grab some of the smaller weights she is putting down to add onto yours. When this happens, BE POLITE, say sorry or excuse me and smile. She will notice that you have manners and you will look like a nice guy. Make sure to connect eyes with her a few minutes later while she is working out. Make it look like you were watching her (not her ass) but try to play it off like you didn't want to be seen, and smile like you are somewhat embarrassed. Either that or try asking if she is done with some of the equipment you know she is still using. Then either later on when she is leaving, or the next day talk to her. That way she has run into you before so you are not a complete stranger, and she knows you are polite and nice, so you have a better chance. It is all about winning the trust.