If your friends tell you not to give in to peer pressure, so you don't, does that mean you actually did?

Penultimately, it is your decision to do it or not do it. 
If it doesn't work out for you, you can't blame your friends.  Unless, of course, they hypnotized you. 

It would depend on how insistent they are about it. 

Last year I had a massive amount of peer pressure on a particular issue, and gave in.
They meant well - but the result was several months work, an enormous amount of hassle, and no good result.
If there's ever a similar situation again, I will go my own way and not consult anyone's opinion.