How can I get him to understand that he's just a friend?

Well over the past year I’ve been talking to this guy in my class more - alot more. and i thought wow hes not just any classmate, hes unique. our friendship became stronger everyday and I thought of him as a really good friend to talk to and ask for advice. But just in January he gave me an anonymous gift. at first i didnt know, i asked him about it and he was like “I swear its not me or the guys…” once he found out one of his buds told me who it was he was just all mad that i found out or something… I told him later on I just think of him as a friend. But the whole entire class knows about it, i feel very funny being friends again. When i knew he was the route to me and my bfs breakup 2 months ago, I felt like i saw a completely different person. I didnt really like him as a friend anymore.In class he would just brag about everything trying to capture my attention. Sometimes he even does little stuff in front of the whole class like i’m his gf or something and i was really getting upset about it. I mean, i told him a few times that maybe its better to stay friends like the way before… he said he understands… but why does he treat me so differently, one time he even gave me a stuffed duck and expected me to keep it and “Treasure” it. I gave it back to him later on and said that i was sorry… when i got home he emailed me twice. It says: do you know why i’m always depressed? well i’ll tell you, i cant stop thinking about how much you dislike me so much. I dont give a sh*t. this is life not a fantasy, i’m nothing to you.

I dont know what to do, if i try to tell him he just says he understands it. I feel under pressure. I tried just going up and telling him but that just made him mad at me and hurt.