That is rough, I hear you there. I would simply let them know that you're not wanting to talk about that stuff, but also be mindful when they do talk about themselves that they are giving you a glimps into their lives. Hopefully they don't project themselves onto you, but if they do, all you can do is ignore it, or assert that you would prefer if they didn't.
If they value your friendship, they'll be ok with it and move on with life. If they don't then sadly they weren't a good friend to begin with.
~Ashley