To whoever gave him 'advice' about 'acting not gay' - I call bull ****. There are people I know who are gay who give no indication whatsoever of it - they play football, rugby, cricket, are as 'one of the guys' as anyone else, and give no 'signal' that they're gay. On the other hand, have you ever seen a teenage wrestler? Possibly some of the weirdest guys around; they seriously enjoy being trussed up in lycra and groping one another's bits. So much so, in fact, that they'll grope one another in class. Reason why people don't think they're gay? They're comfortable with themselves to the point that they can behave that way.
OP - people are seriously stupid. As other people have said, they really shouldn't be so interested in your sexuality. The best policy is just to treat it like a joke; if your answer to 'so...are you gay?' is the like of, 'what?! No!' then that puts you in an uncomfortable position, and makes them uncomfortable because it's been treated like a serious question and they can't back away from having really, REALLY misinterpreted the situation.
Being able to laugh it off signifies that it's so ridiculous a question it HAS to be a joke, and that you're comfortable with yourself. The best way to get people to stop asking? *Be* comfortable with yourself. If you're asking how to act, then you're obviously not at a point where you can go, 'stuff them, I'm the way I am, tossers'. funny thing is, as soon as you're confident enough to get on with it, people won't question you. :-)
And if it helps - I have a mate who's rather like you in that he's quite quiet, not into sport at all, friends with waaay more girls than guys and isn't interested in girls all that much. How do I know he's not gay? He just... is so comfortable with himself, it's not an issue.