When someone comes to you for help, is it fair for them to get critical when you don't help in the right way?

Dealing with a depressed friend an I have no f***ing clue how to handle any of his problems. He’s pissed over some things I have done (eg. calling the student counseling center on him) and I feel a little slighted by that considering the position he has put me in.

Any experiences of your own with something like this, from either side of the story?