Does your school have clubs, a theater group, etc? Which extra-curricular activities are going on in your school? Inform yourself on that and tell us the results (yup, you need to move your ass too).

Otherwise >>2 has a point, you can find people outside school (same technique, find activity groups which cater for your interests, like sport clubs, classes, hiking groups, hobby clubs, etc). Of course, that won't solve your loneliness problem at school

So if you really want to make friends in your school, and there really are no activities that engage you (hard to believe, but whatever), then review your interests, how you could share them with others, and try to find people with similar interests. You can do this by chatting with people at PE, or when you have group studies or works, etc. A really easy way to start is by exchanging DVDs or music, etc.