So this is kind of a long story but, i'm just wondering, was this whole thing my fault or his?

This is definetly not your fault! If he claims he dosent want to loose you as a frien then what the hell was the whole holding hands movie thing about? Sounds like he needs to get his thoughts straight or something, you were simply being a girl! Don't worry about it, if you like him as much as you say you do he's missing out bigtime!(: