I'm assuming you're a HS sophomore? Even if you were a sophomore in college, having a boyfriend isn't that important. It's typical for young kids to place a high value on relationships but here's the bigger picture: Guys, at that age want a girlfriend because they want someone to make out with. Sure there are exceptions, but most teenage boys are just trying to get their peepee touched. Boys and girls use relationships to validate that they are "attractive" or "desirable", but why should you need a relationship to prove that? If you're happy to not be in a relationship, then don't let your friends pressure you into feeling like you need that. You don't need any man, everything you need to do in your life, you can do on your own. And you certainly don't need a BOY in your life, unless you decide you're ready and have someone you really care about. Eventually you will meet someone you connect with, who you will want to open up to and share experiences with, and whenever that happens is perfectly fine. There is nothing wrong with being shy around guys. The problem is with the way people perceive shyness. Unfortunately if you're quiet, people tend to assume there's something wrong and project their own fears or ideals onto you because they don't know how to read you. There will be some people who think you're a freak for not being a bubbly, quirky, cute, crazy girl, like what they've seen in the movies. Girls like that don't really exist! I'm not like that, and plenty of people have still been able to see past that and found a way to connect with me. So don't worry about acting a certain way around boys, just be yourself, and wait for the right guy who can appreciate the qualities you have.
The fact that your friends are making fun of you for not having a boyfriend is ridiculous and insensitive. You're clearly self conscious about this, and they're using their relationships to try and elevate themselves by putting you down for not having something that they have. Something that they're not going to have forever. Eventually the tables may turn and you'll have a relationship, they won't and they're going to feel like shit. Hopefully you won't use the opportunity to put them down, like they've been doing to you.
The next time your friends bring that up, just tell them that they're clearly insecure if they have to use a temporary relationship to feel superior to their own FRIEND. They probably wouldn't appreciate you rubbing a relationship in their faces when they were single, right? Just let them know the way they're treating you is insensitive and unfair.