Guys, I have no game at all.....is this guy interested? Or am I being silly?

Me and this guy have been flirting for months. I actually thought he hated me when I first met him at my job in France (I'm from the US). Anyways, he seems to have warmed to me and always flirts with me and makes fun of me at work in joking ways. He asks me to go play tennis with him and go running, and always makes bets he can beat me at stuff. Anyways, he added me to Messenger and we've been talking more and we have lunch together at work everyday. He has started saying things like, 'my dear Mandy' and when he answers questions in a joking way, he'll say......'it's this my dear'. He also called me at home to see if I could e-mail him some songs even though I told him he should just download or buy them himself. What does this all mean? Is he maybe interested? If so, what do I do? I have no game at all.