What you have to do is take a stand, man. Women play head games... it's their favorite social past time.
The whole "let's just be friends" thing is a product of you not letting them know what YOU want. You have to make it very clear to women from the beginning what your intentions are, through body language (yes! this takes work) or otherwise.
If a girl gives you the whole friends speech, and you're not interested in being friends with her, then take my advice: DON'T SETTLE FOR SOMETHING YOU DON'T WANT. If she's not going to give you what you want, then just cut her out of your life. Tell her your friends list is full, and if she doesn't want to be something more, then that's fine... but she will have to live with the outcome.
Rejection is normal, every guy experiences it. It's dealing with that rejection and turning it into social courage and confidence which makes boys become men.
See my guide for more. (update coming soon!)