Not to be glib, but did Rockefeller have many friends? I'd bet he didn't say this.
src: http://www.woopidoo.com/business_quotes/authors/john-rockefe...
Edit: not a criticism of the quote itself. These things wouldn't get misattributed if they weren't worth repeating. But they wouldn't get repeated if they weren't misattributed, either; it's a kind of cultural appeal to authority.
Google Books is great for verifying this sort of quote: http://books.google.com/books?id=IHnZAAAAMAAJ&dq=A%20fri...