Rejection, to put it poetically, sucks. There's really no way to reject someone who's romantically interested in you that won't hurt their feelings. But there are ways to minimize the damage, even if it involves small white lies, like "I'm just not ready for a relationship right now," or "an evil sorcerer put a spell on me rendering me incapable of human intimacy" (potentially true), or "I'm moving to Iceland." Or, if you're really committed to not hurting the person, you could actually move to Iceland and start a new life. But not everyone is that considerate.
1.) From nellfromthemovienell:
I am openly gay, and everyone in my office knows. A new guy started several months ago. His desk is located directly beside mine. We quickly became close friends. One day at work, he e-mails me and asks me if I was busy Saturday. I say no, and he tells me to come over and bring rollerblades.