Ignore previous comment. Everything i see him post is negative.
I'm good friends with a number of women. In fact, i've always had female friends that never got romantic. So yeah, so much for the previous post unfounded accusation.
This is pretty simple. The woman has to sit down with said gentleman, and be very clear and direct that IF the friendship is to continue that he needs to understand that this is not some form of leading him on that that she has ZERO intentions of dating him in any fashion.
Here is an idea on what you could say, and how to say it. I know for a woman that may seem rather blunt, but you're dealing with a man, and when talking to men you need to be blunt and direct. Still be considerate, but just straightforward so he can't read more into it.
''John, i know the feelings you have for me, and i am flattered how you feel about me, but i'm afraid i do not share those feelings for you in return. I'm happy to maintain a friendship with you, but you MUST understand this is NOT a chance for you to try to change my mind, nor is this me leaving it open that we will ever date. Its not going to happen. This will be strictly a friendship and will stay that way. And if you want to stay friends and i feel that you are trying to sway me into dating you, i will have to end this friendship completely and cut you out of my life. I hope you understand.''
One last suggestion, its understandable to want to keep friendships, but one thing i've seen in women, is they overdo it. I've seen so many women leave themselves in bad positions because they fight and fight to keep a friendship that they shouldn't be trying to keep and just need to let the person move on without them. Don't be that person. Give it a try, but if he can't act right, then just let it go rather than try 20 ways to make it work.