Hang on a minute - you have a guy who doesn't want to hurt you, and you're complaining? LOL!
Seriously, try to see this from another perspective for a second. Maybe he really cares about you. Maybe you're the person he cherishes more than anything in the world. Maybe the last thing he'd ever want to do is to hurt you. Then you come along and ask him to be rough with you. He feels uncomfortable with this, because it goes against all his instincts. He has every right not to go somewhere in bed where he doesn't feel comfortable - just as a woman who DIDN'T want rough sex would have every right to refuse it.
However, I don't think this means that you should give up on the idea entirely. What you're asking for is essentially a kind of roleplay - you don't want him to beat you up for real, and you don't want to be completely powerless, but you do want him to be a bit rough and to play the dominant role. There's nothing wrong with that - many women feel the same way! But to have that roughness alongside real love and care takes a LOT of trust - emotionally, you're asking this guy to go out on a limb. Some guys have to feel completely comfortable to be able to 'go there'; they feel that it's risky and they worry about losing control.
Maybe, therefore, you need to work up to it. Rather than expecting him to be the alpha male between the sheets all at once, perhaps get him to do a couple of small things, gradually increasing the level of intimacy and trust between you - spanking you, for instance, might be something he would be comfortable with at first. Be encouraging when he does things that you really enjoy.
Also, remember that sex is a reciprocal thing. If you're going to ask him to fulfil your fantasies, you need to be prepared to fulfil his in return. Many, many guys like the woman to be dominant, finding it a huge turn on. So be prepared to take it in turns with him if necessary - and enjoy the different roles and characters you can play. The amazing thing about sex is that it can be different every time!