Yes, I believe that you can indeed get in to trouble if you know that there is a warrant out for your friend's arrest and you help to "harbor" him in your home.  Even though it is an out of state warrant it could still get you in to trouble.  I would urge your friend to get some legal help and some muscle in he matter.  He needs leverage in negotiating his turning himself in and making thigs right.  He will eventually be caught and thrown in jail over something as small as being pulled over for a traffic ticket.  Help him see the right thing to do.  Good luck.