Just tell them you are seeing somebody or tell them you are not interested.
Before I came out, I had plenty of women hit on me. I had a coworker one day ask me what I was doing that night. I said I wasn't doing anything special, just grilling out and staying home. The thing about this coworker, I never ever hit on her. I barely even talked to her. I belonged to a huge group of coworkers that went out 3 or 4 times a week. She didn't even hang around with us.
Anyways, that night about 5pm, she shows up at my house. I told her that I only had 1 small steak and 1 potato (I was 23 or 24 and broke) and I didn't invite her over for dinner. She said she was just going to stay for a little bit. She wouldn't leave and I eventually told her I needed to start the grill to cook my dinner. I even emphasized MY dinner. She said that was fine. She still didn't leave, so we ended up splitting the food. As the night went on, we sat on my couch and talked. Most of what I was saying was about how I had to be at work at 5am. She wouldn't take the hint. Finally at 4am, I jumped up and said I had to get ready and that she needed to leave.
Later that day, I found out that she went to my sister and cried about how I led her on and mistreated her. My sister (who at that point knew I was gay but she didn't accept it) called me and bitched me out for leading that girl on. I told my sister off and told her to stop believing just the one side of the story. After that, I never let a woman believe anything other than I am not interested.