The folks McVeigh stayed with got years in jail for not telling the Feds he was going to do a bombing. Their defense was, basically, "we didn't think he was serious". They went to jail.
I believe if you have direct personal knowledge of a crime, (and yes, planning a crime is also a crime - conspiracy) then you have a moral obligation to report it. You may have a legal obligation, then again, you may not. That is much more fact dependant, and if you have any doubts, you ought to be talking to a good lawyer.
If your friend has done some questionable things, but not clearly illegal, then I think it would depend on how you felt about them being a disqualifier for what ever position he is being cleared for. If they ask, don't lie. If they don't ask, .....your call.
Guess that doesn't help all that much...sorry!
