An example/illustration for my overly vague and not so helpful stand alone statement:

Dad’s: Let’s say the teen boy has approached you, asking if he can date/court/spend-significant-time-with your daughter, and you (hopefully graciously) turn him down for some good reason (He is too young, she is too young, he is not a Christian, etc  . . . ).

So far so good. Now tell him that you will tell no one (outside of the main people involved) about this request. He has done the right thing by asking you. Don’t punish him with a fear of embarrassment.