I'll be the first to encourage you and tell you that you did the right thing...any time you are involved with someone that makes you feel bad when you walk away from them should be a sign that, that person is not good for you. I have been in similar situations and eventually I would realize I had to get out of the friendship. Although most times I sort of just fade out, I don't usually confront anyone, I have difficulty with conflict.
conversation is meant to be give and take, when one is doing all the taking it becomes a lecture I think.