Tell him to use a marker and draw on himself where he wants to cut himself instead of cutting

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I do not have much experience with this (none of my friends or family ever cut).
I have been told, however, that they do this either to feel something (they feel numb emotionally, so they cut themselves to feel something), or because they want the physical pain to override the emotional pain.
With that reasoning, address the cause:
Make them feel something other than pain. Invite them or take them out somewhere, away from where they sit and cut. Occupy their minds. Play games with them. Talk with them. Do something constructive and fun with them. Then, when you have to leave, send a message later asking how they are, or telling them you enjoyed spending time with them and would like to do it again sometime.

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fantastic alternative

When he feels like to cut himself, Put ice cubes in the place where he wants to cut.

Get him to get everything he uses to cut himself into a box.
Close it.
Make a list of alternatives to cutting, and stick it to the box/ put it inside where he will have to see it
Hide that box in the most inconvenient place to find/reach
Near the box, place something that will take his mind off it. (Eg. His favourite book, or anything that will grab his attention)
This might help...

He refuses to draw or do anything instead of cutting. He says it's a 'coping mechanism' and 'part of him'.

He's right that it's a coping mechanism. He'll never break free from it if he thinks it's part of who he is. It's something he does but it isn't who he is or at least it doesn't have to be. Counseling or an addiction recovery program could help him. I'm doing a celebrate recovery group (a christian AA/NA type group) and there's people with all sorts of coping mechanisms there including addiction and cutting. I'm really benefiting from going to that (34 days clean today) but it's only going to work for him if he wants it to. I like it because it gives me hope to hear the others overcoming their addictions.

Brethilwens right. The first step to fixing a problem is acknowledging it. Why is the first thing a support group entree says is "my name is [tyler] and I am an [alcoholic]"?

Exactly. Then as time goes by you say "I'm a recovering alcoholic" or "I was an alcoholic" Our words have power. They can bring hope and strength or despair and doom us to failure.

Thanks, guys. You are all awesome.