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It depends. Nana-chan.. how important are these people? Is it because you get to go to outings? Or because of the people in the group? Have they all been honest and good friends? Would they rather ignore your concerns and follow him in fear of being cast out of the group?
You have two choices in all reality: One, stay. Two, go.
One: You deal with it. If he won't give up, even after telling him, you'd probably have to wait it out till he found a new target.
Two: You leave. You leave behind the fun events and whatever, but you get free (hopefully) of his stalking behavior by showing him strongly that you do NOT want to have ANYTHING to do with him.
It depends on your motivations. At this point, this guy reminds me of the creeper who used to do something similar to me. He eventually found a new obsession (although the other day he was drawing me ... >.>''''') Yeah.. I'm not a wonderful advice-giver like Kaichou and Cure-kun. But looking at it, there's no magical cure for someone who does that. A friend of mine had an obsessive ex-boyfriend who wanted her back. He manipulated her and everyone around her trying to get her back. Come to find out, all her 'friends' backstabbed her because they wanted to stay in this guy's favor. She ended up having to leave just to get away. But that was her situation. It depends on you and the quality of the people around you.