My best guy friend...?

One of my best guy friends, Nic, asked me out a little while ago. I turned him down because I love someone else (we're not in a relationship though) and Nic is one of my best friends. To be perfectly honest, I thought he was in the closet gay, untill he asked me out. He said he understood, but still he keeps saying things like 'i'll keep trying' 'you can't stop me from flirtin with you' and it's starting to make me uncomfortable....what should i do? i've already told him that it bothers me, but he just makes the comments more subtle..i don't want to be mean and lose him as a friend but i don't know what to do.