Fair enough. You must be quite charming to have them keep coming back :-P If someone says they want to be just friends, I typically accept this info, am sad for awhile, then move on. It's harder when the other person sends out mixed signals (or what appear to be mixed signals to me) because I will start holding on to hope if I am really interested.
I have also been on the other end of the situation. Being on both ends (which I'm sure most of us have been) helps you to get a better idea of how to handle things - what to do and what not to do. Rejection is just hard to handle for everyone in general, and I find it can be tricky to remain friends right afterward sometimes.