1. Yes there is something seriously wrong.
2. Tell Human Resources and NAME NAMES. Your safety is primary.
3. Listen to your instincts next time. Don't second guess your reactions.
4. Consider getting and reading The Gift of Fear.
5. On the off chance the guy is just completely socially inadequate, spell it out for him ONCE very clearly. "I am not interested in you as a romantic partner or as a friend. Your behavior is offensive to me. Stop it now." If he continues in any shape, manner or form after that statement, file a complaint of sexual harrassment at work. Better to be thought a bitch then to be a dead one.
Seriously, from what you have described, this is NOT NORMAL behavior. Take care of yourself first. The number one mistake women make is trying to "be nice".
Hope it all works out.