You should be honest that you're dating multiple people casually, but make sure the guy knows you don't do anything serious until you're in a serious relationship and it probably won't be a very big deal unless that's what he was wanting. I agree with twiggy. Or he can assume you lost all interest in everyone else the moment you first saw him, or assume he will always be just a plaything to you, or assume that you went exclusive if you accepted a third date, or a fourth date, or some other number that he heard from a friend or read in a men's magazine or rolled on 2d6 divided by two rounded up. The only place to satisfy all of your guilty pleasures. The most LOL-worthy things the Internet has to offer. Maybe you missed — or misread — the multitude of signs he gave you when your relationship was beginning to wane. Being strung along thinking that you may have a nice budding relationship until she makes her decision about which one of you to dump is a really shitty feeling.
If you're happy keeping things casual, just make that clear.
The reason I find this irritating is because the fellows who have asked me this have been sort of overwrought about it sort of like some of these answers. If the relationship were going to go somewhere, how would he be expected to know? It's not his business to tell you what to do, but it's certainly his business to ask you what's up and where he stands in it all. So if he asks, just calmly respond with the truth and everything is cool. I have never even been tempted to cheat on someone I was exclusive with, but Some Guy I'm Dating wanting to know who else I hang out with feels, to me, similar to a girlfriend going "Oh, you can't go to the movies Tuesday? At the level of commitment you are describing, an expectation of exclusivity is unreasonable. If you will bear with an extreme example, if you were dating some guy just casually, would you want to know if he were married?