I think the most important thing to do is be prepared when you first meet them, be confident (shake their hand firmly etc) and ARANGE A TIME TO SIT DOWN AND TALK.
A guideline of the sort of thing that should happen:
SM: Hi, I am <YOUR NAME HERE>, your SM for the show.
D: Hi, pleased to meet you, I'm <Directors name here>.
SM: Great to meet you. Before we go any further, can we organise a time to sit down and talk about how we want things to run in the near future?
There are a few important things in that dialogue. 1: Introducing yourself first, and your position gives a sense that you are proactive (I took psychology in High school... who'd thought it would come in handy). 2: You are efficient - by making the meeting the first thing you discuss, it shows that you get down to business, before you proceed to other endevours. I have worked with an SM who always liked to do those things at the end of a conversation - as a by-the-way sort of thing and it was quite annoying. 3: You are subtly setting the ground-rule that any important meetings should take place in a structured meeting as opposed to them walking up and wanting to chat with you (whilst you have to get to a meeting with props or lighting or something - trust me, it happens).
Then, after organising the meeting, I would try and steer clear of show talk, and just 'talk about the weather' for a while - since most of your time in the rehearsal room will be spent shadowing the director so that you don't get left out, it is important that you connect on a personal level, and not just a professional level.
That is how I usually do it. I also like to email any SM's who have dealt with the director in the past to get some info from them too - however since you are entering a new environment, it is doubtful you will know any SM's who have worked with the director there.
A lot depends on your overall attitude and demenour. I do not really make friends easily - however I generally make aquaintences easily within a work type environment (am well liked, however when the show closes, that's that, we part ways and life goes on) - I am a bit standoffish and introverted, and my style of dealing with people reflects that. Other SM's are extreamly extroverted, and they work with that. Work with what you have got, and try and get your relationship with the director to be at the point where they will come and see you first when they enter the rehearsal room. Because when that happens, you know you have a great relationship with the director.