Running and swimming are both great choices of cardiovascular exercise; both benefit your cardiovascular system. Both use primarily lower body muscles, but swimming incorporates your upper body as well. In both activities, the core muscles work to stabilise the spine.
While you'll need to swim for a longer amount of time to burn the same amount of calories as a 30-minute run, running can be quite taxing on your joints.
If you have orthopaedic issues such as arthritis or joint problems, swimming may be a better alternative. If you're generally healthy and looking for a form of exercise that will burn the most calories, you might want to listen to your mate's suggestion and give running a go.