We can't do anything about other people's opinions except learn about THEM. If she said this to you, about you, then I would look at it and see why she said it. If it's true, I would have said I recognize why she might want someone else "like" her but that you found the comment painful and not something you want to be like! I might have turned the tables on her too and asked her what she was thinking of doing about her situation, was she going to change it at all? You could get in a good conversation with this girl and the group about ways to take better care of yourself?

If what she said was true, I would not drop out of the group because you need people to tell you the truth about what they see; that's the only way we can learn about how others view us! If what she said was not true, it would not have bothered me and I would have been extremely curious as to why she said it.

The therapist isn't always going to be there. If the girl is telling the truth, you need to "address" what she said with her. Definately tell her you felt bad hearing it! But see if you can't turn the situation to your advantage to learn how to take better care of yourself! No one else can do that for you.