Tell her that she can have female friend, but that it really is not possible for men and women to be in deep friendships outside of marriage. The way to tell if the relationship is inappropriate is if they can not have their converstaions entirely in front of the other spouses and have EVERYONE be comfortable with it. In other words, male/female relationships outside of marriage need to be kept very shallow, like talking about the weather.
I haven't posted here before, but I just can't leave this one alone.
If this is true for you, you need to do some looking at yourself. The only level I'd agree on is that any friendship you have should be able to be out in the open. Not every conversation, but the existence, and the amount of contact.
My best friend, really, for the past 25 years was a female friend from high school. Never a 'girlfriend'. We don't see eash other, or talk often at all, but I still know if I had to, she'd be the one I'd talk to.