I agree with Chaoswalker about pretty much everything. It's true that if a guy only wants to have a relationship in order to get sex then he's not worth your time. But sex is (almost all the time) something inherent in a long-term relationship, and as Chaoswalker said, many people consider it a very bonding experience, something intimate and special you don't do with anybody else. And if you just blatantly reject ever having sex, it's not surprising that your partner may feel let down. It's not like they just 'feel the need to put their penis into something', it's that they want to share that experience with the person they most care about (ok not everybody is that deep, but if they love you they should think that way). If guys just wanted to cum they'd feel satisfied with just wanking and that's usually not the case.
Not sure if it helps, but I'll tell what I'd think. Beforehand, I'd like to point out that I just don't feel satisfied with one-night stands anymore because they don't make me feel anything. So basically, while I don't 'feel the need to put my penis into something' I would like to have sex if I had a serious relationship. And if my girlfriend refused after being together for a very long time, then I would feel like there's something wrong with me, and I would start wondering if I'm not treating her well enough, or if she doesn't care about me, or if there's something wrong with her, whatever, you get the point. Would I feel butthurt? I'd say I would just feel awkward and not close enough to her for a reason I don't know. I would feel like she owes me an explanation, because what's the point of a long-term relationship if we're not close to each other?
I hope I have got my point across, but in short: When you deny having sex altogether, your partner will probably need an explanation for that. What do you tell them? I mean, there must be a reason why you don't want to have sex by any means, and if it's the fact that you're asexual like Age of Kings suggested, then I'd understand if your partner felt that there are incompatibility issues. Sex is an important part of a relationship... Would you like to be in a relationship that didn't fulfill all your needs? Sorry if it sounds harsh but you should ask yourself that question...
By the way, I think it would be easier to help you if you explain the reasons why you're so strongly against having sex. Is it that big of a deal for you?