Frustration at its best

Marissa's Help Desk is officially closed. Not forever. Just for a week or two.
The deal: A bunch of my friends are going through weird and/or tough times lately. They (I'm assuming they started some kind of club that I'm not aware of in order to decide to do this) have turned me into their own personal counselor. I have listened for hours about their problems. I have been a sponge, constantly absorbing everything they say, yet I have sealed all of that away, not telling another soul. I have given more advice than I have ever been asked for. I have worried for them and about them. Now, I'm just done with it.
The advice I've given has totally been thrown by the wayside. I say one thing, they do the complete opposite. I'm trying to be a good friend. Obviously, they don't think I'm capable of giving profitable advice, so why do they keep asking?
I have my own problems and anxieties. I know that they don't compare to their problems in any way, but that doesn't make them any less real. What do I do? I hold my thoughts in. I don't tell anyone because my peers are too absorbed in what to say to whom that they can't take a second to deal with what I want to tell them. Then, when I feel that I can talk to them, I'm too afraid that they will look at me a different way. That they'll see me as weak or stupid or immature or obnoxious or conceited. I can't tell them because I've tried that before and it only results in my secrets being spread.
I've already started turning people down. A friend told me that they were done, that they couldn't do their job, that their relationships were going to hell, they were just done. What was my answer? "I have no idea what I'm supposed to do for you. For anyone, for that matter." What was their reply? That my answer wasn't fair.

Yeh, well, tell me about.