Explain to them that although you hurt yourself, it's not a good thing, there is something wrong with you, and you are trying to stop. They shouldn't start, as they are ok.
Please note I'm not saying there is something wrong with you, it's just an easier way to tell a friend that you ahve problems that cause the self harm. Hense the problems are whats wrong, but if you say that they will just say they have problems.
If they do start, know that it is entirely their choice. You know why you self harm, it's your own problem, not like you go round advertising to your friend to start. So if they do, that is their own choice, not your fault