You don't have to be mean in order to get your point across. You simply need to be polite and firm. Tell him that you're sure he's a great guy, but you are not interested in being friends with him. Let him know that it bothers you when he follows you around.
You are the only person that can put a stop to it. Confrontation can be hard, but think of it this way: Two minutes uncomfortable conversation with Dave, or untold minutes of agony while he follows you around or bugs you.
You can always write an email or AIM him if you don't want to have the conversation in person. Don't giggle, flinch, or give the impression you are joking - let him know you are serious. This isn't being mean, it's being honest.
Good luck.
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Love me two times, baby