How do you tell a guy you're saving yourself for marriage?

I never had to worry about it in high school because I'm really shy and guys never tried anything other than kissing, but now that I'm in college, I realized eventually I'll have to tell a guy he's not getting far. The thing I don't know is how and when do I tell him? I wouldn't want to wait until he tries something, so how would I bring it up and what would I say?
How do you tell a guy you're saving yourself for marriage?
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