But this isn't true and is probably half of why your friend is complaining. Some of us CANNOT gain weight, and our problems are written off as imaginary and we get frustrated.

Maybe a dim question, but have you tried talking to your friend? If she is making you feel bad with her comments, the only thing you can or at least should do, is talk to her about it. Tell her it makes you uncomfortable and you'd rather she wouldn't talk about this issue with you. I'm sure she'll understand.