In a way, I'm surprised that your friend would find it so surprising, Andrewiya. Muslims convert to Christianity all the time, but I guess in another way, it's not surprising, since Muslims are still very committed to their idea that their religion is the only one that anyone would ever want to be in, so anyone who converts from it to another must be crazy/stupid/opportunistic/etc. Anyway, you don't even have to look for historical examples. Pretty much the entire home church movement in Iran is made up of ex-Muslims (as opposed to the ancient Armenian and Assyrian churches that are native to Iran, the home churches are almost all native "ethnic Muslim" converts; please see the film "A Cry From Iran" for some information about that). There are also famous individual converts, like Mohamed Hegazy
and Bahaa el-Din Ahmed Hussein el-Akkad
in Egypt, or Lina Joy
in Malaysia. There are lots of converts to Christianity from Islam (virtually everyone in my church knows at least one, though I've only met ex-Muslim atheists personally), though most of them try to keep a low profile, for obvious reasons.
Any Muslim who tells you that people don't really convert from Islam, or that converts are all fakes or opportunists is just trying to nurse their wounded pride. Don't bother with such people.