"If there's anything I can do, just let me know." Surely you've said that to someone going through a rough time—we all have. It's the sort of well-worn, well-meaning phrase that we utter reflexively before hanging up the phone, anxious to do our friendship duty. But here's the thing—Most people in the midst of a crisis can't really get it together to tell you exactly what they need.

How, do you best help a friend who is having serious difficulties? How do you open a conversation in a sensitive manner? And what should you avoid saying at all costs? We asked the experts—and some women who have been there—how to help a friend...