I've known similar women in the past few years..... They first must admit they have a problem, admit they need help, and then they must want help. You cant force them into any of this. When things get bad enough they may realize on their own, like an alcoholic hitting bottom, and then seek help. Until then all you can do is try and be a friend the best way you know how.
http://en.wikipedia.org/wiki/Self-harm
Self-injury (SI) or self-harm (SH) is deliberate injury inflicted by a person upon his or her own body without suicidal intent. Some scholars use more technical definitions related to specific aspects of this behaviour. These acts may be aimed at relieving otherwise unbearable emotions, sensations of unreality and numbness. It is listed in the DSM-IV-TR as a symptom of borderline personality disorder and is sometimes associated with mental illness, a history of trauma and abuse, eating disorders, or mental traits such as low self-esteem or perfectionism. There is a positive statistical correlation between self-injury and emotional abuse.
Self-injury may be an indicator of depression and/or other psychological problems. Therapy and skills training can be very useful for those who self-injure. The therapy module used will vary depending on the person's diagnosis and their individual needs.
DBT, or Dialectical behavioral therapy can be very successful for those with a personality disorder, and could potentially be used for those with other mental illnesses who exhibit self-injurious behavior. Cognitive Behavioral Therapy is generally used to assist those with axis 1 diagnoses, such as depression, schizophrenia, and bipolar disorder. Diagnosis and treatment of the causes is thought by many to be the best approach to self-injury; but in some cases, particularly in clients with a personality disorder, this is not very effective, which is why more clinicians are starting to take a DBT approach in order to reduce the behavior itself. A person who is injuring themselves may be advised to use coping skills, such as journaling or taking a walk, when they have the urge to harm themselves. They may also be told to avoid having the objects they use to harm themselves within easy reach. People who rely on habitual self-injury are sometimes psychiatrically hospitalized, based on their stability, and their ability and especially their willingness to get help