A psychiatrist or therapist, unlike a friend, has no agenda of their own when listening. When a friend gives you advice, he may be thinking about how your actions will affect him, as well as you. When you’re in therapy, it’s all about you, not the therapist. Also, anything you tell a therapist is strictly confidential, and unless your friend has the training, you may not be getting the greatest advice.
Having good friends is important to our mental health, but if you need it, don’t hesitate to call a professional.