Most Helpful Guy
Well, there is no need to say anything until you get absolute confirmation that he likes you. If you get confirmation or he does something that "only close friends" do then tell him to back off and say you don't like him that way. If he is not a jerk he will understand and won't be offended.
Most Helpful Girl
Gently but clearly. There isn’t an easy way out of this one; tell him straight and leave him to his own devices whilst he gets over it. Are you planning on staying friends with him? That might change a few things.