Should I be feeling guilty for not telling my coworker the truth?

Drama drama drama is what I stay out of but sometimes it just seems to find me. There are alot of changes going on at work right now but I am happy to know that my position is safe. However, my coworker/friend is not so lucky. I found out that his job may very well be in jeopardy. The thing is, I found out from my manager and of course I am not to say anything. When someone tells me not to say anything, I don't, end of story. But I feel bad and it's eating me up because my coworker has NO CLUE. He knows there are going to be changes but umes it is going to be someone else losing their job. When he finds out the truth he is going to fall over. And when he does find out, I'm going to have guilt that I knew all along. The reason its bothering me so much too is that someone is "telling" on him and I know who it is. It will be the person I am going to be left to work with and I can't trust him as far as I can throw him. I would much rather work with the one that is losing his job because we have always "had each others backs" and have become friends. The whole situation sucks and I would have rather been left in the dark.