Does male-female friendship exist?

Recently, I met a guy who is very interesting. He is a few years older than me, Mensa member, works as a computer programmer, plays guitar both electrical and acoustic, has a huge apartment only ten minutes away from city center (by foot) with an enormous balcony as big as the flat I live in. He has interesting stories to tell and even likes Twilight! He made me go ice skating - something I hadn't done in years, and it was great. I even fell once which has never happened to me. He is a nice guy and he wants us to be together. The only problem is that I'm not attracted to him at all. I would like us to be friends but I can't because I'm always gonna think whether he's gonna make a move or not, and whether I'm hurting him or not. I was hoping he wouldn't fall for me so quickly, but he did.

Yesterday I went with him to a friends house. Once a week a few people gather there and play a board game or something like that, or just hang out. It was the first time I was going and I had no idea who's gonna be there. It turned out it was all couples except for me and that guy. They all know each other for at least two years and nothing changed since they all met. The youngest person there except for me is 3 years older than me and the next one 5yrs. Everything was fine while we were playing the game, but afterward we sat and ate a pizza and it was something like: bite, chew, kiss, kiss, kiss, tease, kiss, bite, chew, kiss, touch, kiss and so on. It was very frustrating. 

After that he and I went to the club I'm working at, because I was told I have to come and be there for at least an hour, but I wasn't working. The problem was that he doesn't dance and the music was too loud to talk so he just stood there most of the time and watched me dance. I tried to keep a distance the whole time. It wasn't very fun. He was worried that he is boring me, but he wasn't he was just too into me. He still is. At one moment my co-worker came and asked if he was my boyfriend. I was extremely happy when I got home, but then I got a text from him saying: "Anyways, I had a great time tonight, (It's nice being with you), tnx, good night, sweet dreams!" And I immediately went to sleep so that I don't think about it.

I decided that the next time I see him the first thing I'll do is talk to him and explain everything and see what he thinks about the whole situation. I wouldn't want to lose him as a friend, but if he says that it's impossible for him than I'll have to stop hanging out with him. The worst thing is that just a month ago I lost a great friend because of the similar reason. But I knew him for two years and it was very hard for me, and this time it will be easier if it ever comes to that.