Bullies are looking victims, not challenges. In my experience they are generally always cowards looking re-enforce some weak position of strength in their minds. You helped avoid a conflict so you got a good result. If they'd called your bluff it may have been a different story.
Unfortunately this really isn't a forum for handing out advice, merely a place to share Martial Arts related stories. Also please don't reply to your post three times in a row. If someone has something to say, they will say it. I strongly suggest speaking to an adult or teacher about your feelings of insecurity and would ask you to advise you to ask your friend to speak to someone in authority (Parent, Teacher, Police Officer, etc) if he is being bullied.
I wish you luck and hope things work themselves out, but I'm afraid I'm going to be locking this thread. Please see the posting rules stickied at the top of this section of the forum. Teenage fights and bullying issues are beyond the scope of what we are here for.