Usually I'm asked to dance...by asked I mean they just back into my crotch and go at it.
To initiate it though...walk by her and for the love of GOD...MAKE EYE CONTACT. That will tell you everything. Disappear and then return a few minutes later nonchalantly getting against her back and then just follow her routine. But that sounds more like trying to pick her up...if you just want to dance, just approach and start...let go of the anxiety of rejection because it will make your night suck.
interesting. how would one know if she is interested? what if she is w/ a group of peeps?