Best guy friend over protective & jealous?

I do not get him! (well call him Alex) My best guy friend Alex and I have been best friends since we were five and now we are 16. Well Alex and I are very close...and I am in love with him, He is in love with me. We have felt this way about each other since 7th grade...infact he was my first kiss & my first time but we NEVER dated...we didn't want to ruin the friendship...(we were a little drunk when we had done "it"). But the thing is when ever a cute guy starts flirting with me, he gets pissed and walks up to me and slips his arms around my waist like he is my boyfriend.. When my ex bf cheated on me, alex found me crying and kicked my ex's a*s. He stands between me and the road when we are walking. He NEVER lets me walk home alone at night. He is very sweet and caring and WANT TO BE WITH HIM! I WANT TO BE HIS GIRLFRIEND but he doesn't want to ruin the friendship...i don't get him! What do i do?