My friends think I'm anti social, I think I'm slightly socially anxious?

I have 2 close best friends that I talk to all the time at school. One is a guy and the other is a girl. I talk to them and have a blast with them at school, but, I hardly ever hang out with them on the weekends. Basically never. I went over to my girl friends house and hung out with her for a few hours, and then went home, but that's it. I've never really hung out with my guy friend or them together after school. This is starting to aggravate them and they want to hang out with me really bad, and even come to my house. I get really anxious with them coming into my house for some reason..I'd rather go out to the mall or see a movie, but then I get anxious thinking about how I might embarrass myself. Then, I decide to stay home. I kind of prefer being alone sometimes, and going out on the weekends doesn't really interest me..but I feel like I'm not making any memories and it also annoys my friends. They think I'm anti social but it's just that I still have to rely on my parents for rides (I almost have my license) I'm not allowed riding with any of my teenage friends, and I just still feel like a kid. I feel like I have plenty of time for 'going out'. I always make excuses why they can't come to my house or that I'm busy and it's getting old. I need to push myself and just go out there and have a good time but I get so anxious and I can't control it. Is there something wrong with me for preferring to keep to myself most of the time, or should I work on being more social and making 'memories' in high school? Please help me.