Etiquette is to be honest with the girl and tell her that you don't want to continue it, since she most likely thinks having sex with you will lead to something. Even if you think she doesn't, she does. It's the right thing to do.
That being said, I've done exactly what you have described, numerous times. Whether you bring it up the right way, or ween her off, you're the asshole in the situation. You can be less of an asshole though. Good luck.