Sean Penn and Charlize Theron believe slow and steady is the best approach to their budding romance.

"Sean has always had a huge crush on Charlize," a source confides to Closer. "He's a happy guy right now."

The new couple confirmed their dating status at Penn's third-annual Help Haiti Home gala on Jan. 11.

"Charlize and Sean were very cozy and intimate the entire night," an eyewitness inside the Montage hotel in Beverly Hills tells Closer. "They did a lot of kissing and holding hands."

The couple were also caught holding hands during a walk along the water in San Francisco this past weekend.

The actor reportedly has a home in the bay area, so the duo did some shopping, which included a stop at a local nursery.

Penn, who is already a father-of-two, has also been getting close with Theron's adopted son Jackson. The "Milk" star was spotted playing games with the adorable 2-year-old while mom Theron did some grocery shopping.

Event though the duo is in the early stages of their relationship, Penn has made his affections for the actress clear.

"She's a keeper, that's for sure," Penn told Piers Morgan of the South African beauty. "Well, I'll do my best to keep her anyway."