Soy milk, like many other foods, is healthy for you in moderation. There have been many claims, both good and bad, about soy and several of them lack competent scientific backing to support the claims made. Those that appear to have sufficient backing to them, relating to the negative possible reactions to soy are:
Excessive consumption of soy can lead to an increased development of negative cells in a statistically significant percentage of women who are prone to or have breast cancers. Although the word excessive sounds like a lot the prevalence of soy as a filler in many foods makes this easy to reach.
Excessive consumption of soy can lead to fertility issues in both men and women.
Excessive consumption of soy has been known to eventually cause soy intolerance.
As you probably noted, the constant term is excessive, a glass or two of soy milk during the week will not cause health issues unless you are really heavy into other soy products. Even then any issues you have will probably not be the result of soy milk. You will not die as long as you consume a balanced diet and commercially produced soy milk is supplemented with the necessary nutrients found in milk in most countries. The main issue with soy milk is not the soy but the additional chemicals they add to make it seem more like milk. Purchase brands with the least amount of additives and, as long as you keep moderating your use, I would ignore your friends who seem to be predicting doom and gloom.