If you're afraid of rejection, I can guarantee you a spot in the friend zone. You can't assume that woman know your intentions. Just because a woman calls you and go with her everywhere such as shopping, clubbing, etc. doesn't establish that you are interested in her. It actually conveys that you like being around her and you don't feel the need to be sexual. This is another sure way to end up in the friend zone. You may consider this spending quality time, but she'll consider this similar to spending time with one of her homegirls. Men who like women don't hang around them and suppress their feelings.
If a woman feels comfortable enough to tell you about another man she is interested in, I'm sorry to inform you, but you are now in the friend zone. Women who are interested in you, will never talk about another man they are interested in in your presence. They are very different from us. They don't feel the need to make us jealous. In addition, don't give relationship advice to any woman that you are interested in.
Another pitfall is hanging around woman who have boyfriends, becoming their friend even though you like them because that is the only option available. It is quite true that this puts you in position to be the rebound, but there is a larger possibility that you'll get so cool with her that you will be taken out of consideration. I'm not saying there's anything wrong with being her friend, but you need to let her know that you are interested on a sexual level.
What's even worse is when you know you're in the friend zone, and you remain there, hoping that one day she will look at you differently and you will live happily ever after.