Just say "Not really my sort of thing, thanks." but sound like you mean it. Don't give off the impression you are embarrassed to turn him down, that makes it se

Just say "Not really my sort of thing, thanks." but sound like you mean it. Don't give off the impression you are embarrassed to turn him down, that makes it seem like it is a big deal and it isn't. Just say it like it isn't a problem. If he keeps asking--although I'm willing to bet he won't--keep responding in that same way. After a while he's the one being rude, not you.