dont pick her up in the gym.
it will not work, it will crush any chance you may have had, and you will most likely never get that ground back.
girls want to go to the gym to work out, and they usually are doing akward movements in skimpy/tight clothes and they feel vulnerable and dont want that to be exploited.
find a better location. *hint* - grocery stores. find a girl at the grocery store, they like guys who can cook. you dont actually know how to cook, but if you can be funny/charming you can make the situation work.