Oh my this is a first. I get to give advice to a woman, about how to be amazingly pick-up-able!
First things first:
Smile a lot. It really means a lot for a guy if you smile and look him in the eyes. It lets him know that you are interested.
As for the conversation. Feel free to laugh at what he says, and even interrupt him, if you have something interesting to add. The problem is that when a guy gets nervous he will often think that you aren't responding (even though he hasn't given you time). Instead of slowing down or changing conversations tactics like he ought to, he will freak-out and start rambling on about anything. Of course that makes it even harder for you to get a line in edgewise or for the conversation to go anywhere. If he keeps rambling, help him out, but interjecting something and sharing a related experience about yourself. Also if the conversation flags, feel free to start a completely different conversation. Guys have the hardest part chatting up a girl because we have to be entertaining and keep the girl interested, however if you are interested in the guy, even when he is messing up, feel free to say something or anything. Even if it isn't interesting to the guy, he isn't going to reject you and walk off. He will be very grateful and relax since you threw him a life line.