I as a person am really solution oriented, so I usually start with giving possible solutions to their problem (that is, if the problem posed is solvable. It is a good thing to keep in mind that not every problem is solvable) and thinking with them. This doesn't always work tough.

I remember one time when I was playing an MMO and one of my friends there had a semi-relationship with a woman in the same tribe. The guy had (and still has) a really hard life. He is diabetic, his parents are poor, emotional abuse by the people he loves over the internet and so on. I have had quite a lot of chat sessions with him both about the game and about real life. I usually ended up listening and trying to come up with solutions for his problems. So, now about where I was going with this. It turns out that this guy, lets call him M, has a internet relationship with this woman, with whom I was also befriended. Lets call her V.

M and V have a relationship. V also has a abusive ex-husband/boyfriend R, who also plays the game and for some reason she wants things to work between them. Before R finds out about M and V, M falls into a depression to the point that the only thing he lives for is that game and V. Without those he might do the unthinkable. At that point we gave M our phone numbers so he could call us if he needed someone to listen to him. At that point V immediately calls M so she could hear his voice and to comfort him.

A few days later I hear that R found out about V and M. He forces her to block M in her chat list and forbids her to ever contact M again. Of course, this is impossible, but he keeps tabs on her. This took a while to sink in and in the end V contacted M via me and decides to break up with M because she desperately wants it to work out with R. M is crushed and wants to talk to me, so he starts chatting abut everything. His life and how he started contemplating suicide. I think it is because I always listened to him that he dared to tell me this. I might have saved his life because I always listened, even tough it was over chat. I kept chatting with him even after I stopped with the game. He even sent me his poetry.

I don't really know why I typed all that, but it seems to fit. In that story I usually used the things that lil described in her post after it became apparent that my usual approach didn't work (I was rather naive back then). Key is indeed to really listen. Most people don't need advice, they need somebody who listens.