@Patrick454,
I don't mean to be cruel Patrick but you're a bit clueless, which is OK depending upon your age. If you're 35, it's not, but if you are between 13 and 16 as I suspect, it is. That you realize it's kind of your fault for not catching on the first time means you're OK.
I'm afraid you did blow it the first time around. Her acting "shy" is a darn good indication that she
was interested in you and was waiting for you to take the next step. Her asking her friend why you stopped talking to her pretty much cinches that she was, and then you blew it again by not taking the hint from her friend.
If your friend actually asked her if she like you and she actually said no, the chances of her playing hard to get are
very slim. However, you didn't ask her and she didn't say no to you so if you approach her to see if there's still a chance for a relationship you won't be stalking her.
Just be cool about it (and I don't mean aloof or acting the stud) and approach her on it with respect. If she turns you down, that's it; game over. Leave it and her alone unless and until she gives you a very clear sign in the future.
Chances are she has moved on. Sounds like she gave you your chance and you messed it up. Not to overly worry though, it happens all the time with young people. You guys are hardly masters of communication and its tough to get up the guts and face rejection so there are all of these go-betweens and alternative methods of communication. When they work it's great because you didn't have to put your neck out there, but it's always best to communicate directly. There's less chance of confusion.
Here's a tip. The next time a girl acts in a way that confuses you, don't assume you know the answer. Ask another girl what she thinks about it. They won't always be right, but they know the ways girls thinks and act better than guys do.
Oh, and there's nothing wrong with some persistence in terms of establishing a relationship with a girl...as long as your not a creep about it. Persistence doesn't mean stalking or even pestering. When the girl makes it pretty clear that she's not interested, back off. "Making it clear" doesn't have to be a firm "No, I don't want to go out with you, leave me alone."
If she says anything about your being friends, that's almost always a "No," and you should consider it to be. If she sort of suggests she would, but, more than once, has something to do on the day you suggest, that's a "No." If she tells you more than once that she has to think about it and will get back to you, that's a "No." (Chance are if she says that once it's a "No," but it's worth a second try)
At what I presume to be your age, most girls care a lot more about being nice than guys do (that's probably the case at any age, but that's another discussion) and a lot don't want to hurt a guy's feelings, so you have to look for more than a loud "No." She shouldn't have to say "Leave me alone or I'm going to call the police" for you to get the message.
Good luck.