It is quite obvious that Sesshomaru loves Rin, he protects her, and cares for her. He won't admit it only because he believes it would bring shame on him and his demon haritage.
There may also be the fear of dieing for Rin as his father did for his mother. After all he thinks that his father was a fool to sacrifice his life for a mere mortal. :p
Well, I remember the episodes..
Rin has the 1st friend ever - Kohaku
They really did well thought and Kohaku's juz like Sessh' --
HE PROTECTED RIN FROM DANGER!