Yes -- and you're damned if you do, damned if you don't in situations like RE @78 describes. A man is showing interest in you, inviting you to things, not explicitly saying "I'm attracted to you" but behaving in the ways attracted men behave. If you don't take the bull by the horns and say "I'm not attracted to you," you're a tease who's friendzoning him, and if you do, you're a conceited bitch.
Damned by whom, though?
Let's assume I'm showing interest in you, but I'm not saying "I'm attracted to you". That's because I like your company, but I'm not attracted to you.
You say: "I'm not attracted to you". Well, great! I'm not attracted to you either, so there are no romantic complications here.
say: "I'm not attracted to you". No problem! There is no need to say that, I never assumed you were. The "friend zone" is the goal!
Do or don't -- as far as I'm concerned you are not "damned".