The benefits of public speaking
One of the things about religion that makes them so popular is that people don't feel connected to their chosen God or Gods. They're not sure what he, she, they or it wants from them, because (let's just say) He doesn't talk to them.
We occasionally meet people who claim God speaks to them or through them, but it's far more statistically likely that we fall into the group that don't experience that for ourselves.
So; religions give us a conduit to our deity.
They act as a conduit to Him, allowing us to hear what he has to say and know that we've been heard by him. All we have to do is believe that the priest (again, let's say) speaks for God, and that if we do what the priest asks us to do, we'll be well received by our God. It's that sense of mystery that gets amplified into mysticism that makes a religion popular; we outsource our relationship to God because we don't know how to do it ourselves.
But, if our 'God' was doing fireside chats with us twice weekly on CNN, we wouldn't need religion. We'd know what our God wanted and therefore there'd be no need for a religion to organise around Him as our intermediary.
So, your super alien just needs to be vocal. Tell us what he's doing, what he's thinking, why he's among us. Keep doing that as much as possible, and he'll come across more like a politician than a diety.
That's not going to stop some people from worshiping him, and potentially organising small groups around that worship. But large scale organised religion is far less likely, especially as anything the alien says at any time could instantly countermand the clergy of your new religion. As a rule, that creates some awkwardness that most people would readily like to avoid.
Regularly speaking in public won't guarantee an absence of religion, but the very fact that your alien is advocating his position as an athiest and telling people not to worship him may help. (It may also open some minds up to the possibility and they end up doing it anyway, but that's out of scope for the original question.) Also, that he's advocating a specific attitude or way of living will alienate (sorry, no pun intended) some who would otherwise take to worship so that will also help. Let's face it; does anyone worship (or is likely to worship) Richard Dawkins as a God?
In short, if you don't want people to mythologise about you, fill their knowledge gaps with real information about who you are, what you believe and why you're there. With those facts in place, it's harder to formulate a mythology that leads to apotheosis in the minds of others because there's already a mundane answer available to the questions that potential worshipers will ask.