Goodness me that is early, I really hope he is ok and your friends is all right.
I had a baby at 33 weeks and just a couple of things spring to mind, maybe try and order her this book, it's free and just been released, and is really really helpful.
www.tommys.org/page.aspx?pid=602&nccsm=21&__nccspID=991
Then maybe some useful things for her such as magazines as she will probably be spending a lot of time waiting round/ expressing milk etc, and some nice toiletries? She may also need some practical things such as maternity pads, breast pads, nappies for the baby (depending on whether her hospital provides them) these are probably the tiniest you'll be able to buy and are for 2-5 lbs babies
www.mothercare.com/Pampers-Micro-Nappies-24pk/dp/B000IVT0RA?ie=UTF8&ref=sr_1_13&nodeId=44531031&sr=1-13&qid=1330373051
It may have changed since I had my son but you could only get them from Mothercare, but that was 3 & 1/2 years ago.
Only other thing I can think of is some vests for the baby, it just depends, my son was initally just in a nappy, then in a vest and then finally in a baby gro once he was in a non heated cot. Best places on the high st for prem baby clothes are mothercare and Boots, although I think most sizes start at 3lbs so suspect will be too big initially.
I also really appreciated texts from my friends, just to ask how I was and boring details as to what they were up too, I didn't necessarily respond, but was nice to have normality and links to the outside world.
Helen x