First, and certainly foremost, is to be open and honest with him about your intentions right from the start.  You don't have to say, "Hi my name is ____, and I have no intentions of having sex with you tonight," but if the conversation turns to sex frequently, I would certainly let the guy know whether or not you have intentions of going to bed with him.

Second, there are more subtle ways to communicate sexual desire, or lack thereof, whatever the case may be.  If the conversation continues to return to sex, your responses could be interpreted as a desire to move to that next level.  If you encourage and actively participate in conversations about sexual preferences, different positions you like, and other detailed aspects of sex that you enjoy, a man may interpret that as your desire to have sex with him.  If you are not comfortable with the idea of going to bed with him just yet, subtly change the subject to something less sexual.

Thirdly, there is flirting.  Men will often interpret frequent touching as a precursor to a more physical encounter.  So, if you are interested, and aren't the type to just come right out and say it, a touch on the arm, or brushing your hand against his face, tousling his hair, will all show him that you are interested.

Lastly, there's the approach that every guy wishes women would use.  If you're ready to go (to bed, that is), and he just doesn't seem to be getting it, just lay it out there for him.  Tell him, "Let's go to your place (or my place, or the bathroom, or the car, whatever), I'm horny."  Even the densest of guys will be able to understand this secret code.  

Basically, just be open and honest, know what you want to happen, and don't be afraid to communicate it in whatever way necessary to get your point across.  Whether or not the relationship is going to that next, more physical, level, the guy will ultimately appreciate your openness and honesty.