From the Mass Effect 2 Wikia [Romance page][1]:

> For a male Shepard, a love interest is "locked in" once you express
> interest at the following dialogue points:
> 
>  - Jack: "I want to talk about us." At the point where she says "I'm not    interested in some dumbshit love affair. It never goes right."
> To    prevent locking-in, say "Never mind".
> 
>  - Tali: "I want to talk about you." At the point where she beckons you    toward the drive core and says "I've been thinking about the
> last    time we talked." To prevent locking-in, say "So you're not   
> interested?" followed by "I need to think about this."
> 
>  - Miranda: "Can we talk?" At the point where she says "I don't know    what this is, if it's just stress, or blowing off steam, or..." you   
> cannot opt out; every option results in either becoming locked-in, or 
> the relationship being broken off permanently. It is recommended that 
> the player save before talking to Miranda.
> 
> At this point you know that Shepard has successfully 'locked in' that
> romance. Shepard can still express an interest in other crew members.
> However, the new love interest will 'challenge' Shepard's
> love-triangle and force Shepard to dump the 'locked-in' option in
> order to be with them.

I've only tried to romance Miranda (and apparently after trying that I was locked-in no matter what), but I did also get the Jack dialog. 

For more information (about Kelly and Samara/Morinth), you should check out the romance page for yourself. There's a bit about loyalties on there as well.

  [1]: http://masseffect.wikia.com/wiki/Romance