How do u tell a guy that you don't want a relationship with him without hurting him?

Ahh, there's no way to be nice about it. Either the guy is stable and decent enough to take it well even if you blow him off in a nasty way, or he's a whiny little jerk and he will take it badly no matter how well you put it.

Unless you're in any doubts just say "I know you're interested in me, but I just don't want a relationship with you. You're a good friend, but that's all."

The way he takes it is entirely a matter of his own personality. Not a thing you can do about it. Night Phoenix is dead right. I wouldn't necessarily listen to Kurado's advice in this matter, though.

Jam it back in, in the dark.