Is there a proper and right way to approach a girl at the gym?

I would just like to get different people's opinion on this topic, (mainly girls) but guys too. I'm just curious on this, I am really not a shy guy, I can approach just about anybody but I also like being respectful, I'm a big gym person and when I go to workout I typically just go there to WORK OUT! I really don't talk to anybody unless a person talks to me, but I have seen a few girls I've would have liked to approach but if they are like me, then I'm sure they won't want to be interrupted while working out and so I just tend to not approach anybody at the gym and I would just like to see what different opinions everybody has

Is there a proper and right way to approach a girl at the gym?
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