There is this guy I actually love with and we're both guys but he's straight and he knows I'm gay. We're friends and he's really cool. So we hang out a lot and I sometimes pretend that we are in a relationship even though he thinks we are just friends. We go out and I hang at his house and all this stuff, I've even made meals for him and picked out his clothing. Is this normal??

You need to think how it makes you feel though, If you know it can't go anywhere because he is definitely straight it could be eating you up inside.
If you think that, its dangerous to think 'Oh he could change, I could have him..' cause this could ruin your friendship.
I am a straight guy but very comfortable with my sexuality, have kissed guys for a laugh and flirt with men but am definitely straight. This can be misleading at times and I have gotten myself in trouble before... so I think its very important to be honest about the situation.
It sounds like you are close friends though... so, although it maybe hard, if you think he is mature enough... talk to him. Tell him you feel as though you have gotten close and that you have developed feelings for him as more than a friend. Ask him to be open and honest with you.
Maybe he is confused about his sexuality? Maybe your friendship contributes to that, there could be a lot he needs to figure out too.
Be sensitive if that is the case... and dont take advantage!
If you can't talk to him about it, seek advice from a friend, preferably one that you both know but whom you are closer with!
He sounds like a great friend who appreciates your friendship too, better to keep it that way.
Probably not normal, but good.
Unfortunately I don't have any advice this time round! Just hold on to your heart!