That's another thing girls have trouble with because of socialization - saying no. We're raised to be nice and compliant and all that subservient junk, lol.
I'd actually approach guys if I saw someone I was interested in, I didn't care about the whole "role" thing, lol. But I generally didn't go out to look for someone anyway, I was usually going along with a friend who was on the prowl. So at least I had a decent 'out' if I was approached - I'd just point to my friend and explain that it's her night out, not mine, lol. You'd be surprised how easy it is to have an interesting conversation with a dude once you both know there's no reason for sexual tension or to play the 'game'.