Why do you feel guilty saying no?
The tango etiquette for avoiding that sort of problems would be cabeceo.
If a woman (and a man, for that matter) decides to use more direct approach, she (and he) has to keep in mind that it bears a certain risk of what might be interpreted as a rejection. So if you choose to ask "Would you like to dance?" be ready
-to hear "no",
-take it as a perfectly legitimate answer, because it is
-deal with it not as a spoiled child, but as a grown up, mature individual.
If one has a hard time taking "no" for an answer, she (or he) simply should not ask, IMO.