This guy! What should I do?!?

I recently got a friend named Dave.. and he started texting me saying "your pretty cute for a freshman:)" and "you seem like an interesting person, i want to get to know you" ok well i told him i wasn't really looking for a relationship but i still texted him because he's really cool and funny and like great guy-friend material. Well i told my best friend Deena that he was my friend and she told me she was mad at him because he kept texting her like awhile ago and he asked twice if she was on abstinance so I guess she doesn't like him and wanted me to tell him to eff off. Well i've still been talking to him at school and texting him because he's really a good friend? I wouldn't go out with him or anything but I don't wanna ditch him.. and Deena doesn't know I'm his friend.. alright Dave and I have been friends for a few weeks and last weekend he broke up with his girlfriend and had to go to the hospital for his grandpa so like he texted me and i tried to cheer him up. he made the comment "i don't know why every relationship i get into goes down the toilet" so i give him advice that even though breaking up with someone is hard at least your friends will be there. and he seened to get better.... so we're good friends right and last night he said "we need to hang out soon" and i agreed. but idk what Deena would do if she knew Dave and i were friends. Should it even matter to her? and this morning he called me sweetheart O_O yeah i don't wanna lead him on but i don't want to not be his friend either... ADVICE?