Mostly, and I say mostly not exclusively, when a guy become friends with a girl he is going to start liking her as more than a friend. Again for the most part, guys don't need friends for emotional support or stability, or too sit around and watch a movie with. They want friends whom they can drink with/compete with/be manly with. Seriously, even in a group of the most un-jocklike male friends you will see a clear pack structure and shared interests/competition will take place, male instinct.
With girls we get something else, something which makes us care for them on a deeper level. Girls, again I generalise, don't feel this so less girls will end up wanting to go out with their male friends.
When turned down, it feels like any other rejection, and again generally when a guy is rejected he will move on and go in search of a different mate. If a guy can quite happily be friends with a girl, it either means he isn't attracted to them, some other mental barrier is in place so the girl is classed as "out of bounds" or the girl somehow fits into what guys want out of a friend.
I have a very close friend who when I met her fell into the "out of bounds" catagory because she was the girlfriend of an old friend at the time. She has never shifted into "potential mate" catagory because by the time they broke up I'd began to see her as like a sister and it is a great friendship because of it. Almost every other guy however who she is friends with, has wanted to get with her at some point though.
The worst thing is when a girl says she likes you, you get drawn in THEN pulls the "I'm not ready for a relationship can we just be friends?" or "you're a really great guy" card. Feelings change, understandable, but then the guy is expected to remain as a friend knowing he isn't good enough whilst she then proceeds to go out with a dick? *cough* personal rant about long ago events over.