It's not creepy -- as many guys have said on many answers, men RARELY see women as "creepy". That is a gal thing. It does, however, give the impression that we're somehow something to be avoided. That's how I feel anyway. If a girl refuses to look at me I start thinking that I'm creeping her out, or she doesn't want to talk to me and is waiting for me to figure it out. If she looks at me but just won't maintain eye contact, I assume she is shy.
If it's something you want to work on, I would suggest first focusing on looking someone in the eye while they're talking directly at you, and likewise looking at them when you're talking directly to them. You don't have to stare, but if you concentrate on the person you're talking/listening to you'll become less and less uncomfortable by eye contact. It'll cease to be something which should be avoided, and instead become something natural in everyday conversation.
I can take looking away as a number of different things. It can be shyness, but I can still tell the girl is interested even if she is shy.
sometimes the girl has a snobby I'm better than everybody else unreachable attitude, and that's why she looks away. I'lll avoid this type of girl at all costs. THis includes girls that gossip to all of their friends about how ugly, fat, bad etc. people are.
And sometimes, it's disinterest or simply not wanting to be bothered.
It's a pain in the ass! Just try to be polite, try to look interested otherwise people will think that either you don't like them, or that you find them boring or that you're worried about something else and can't concentrate on the conversation.