A friend asked me to avoid another friend but I am going to hang out with them anyways
Why would your friend ask you to avoid another friend?
He is jealous
Although your friend is jealous you should try to talk to him and figure out more details. You should include all your friends together in activities and the jealousy should then go away. You seem to be excluding your friend.
Naw, I don't like when people tell me who I can hang out with.
That's fair. If you think someone is too controlling as a friend then you shouldn't be friends with them anymore.