http://lds.org/scriptures/ot/jer/1.5?lang=eng#4 
 
Before I formed thee in the belly I knew thee; and before thou camest forth out of the womb I sanctified thee, and I ordained thee a prophet unto the nations. 
 
http://lds.org/scriptures/ot/job/38.7?lang=eng#6 
 
"all the sons of God shouted for joy" in the grand council in heaven before the earth was even created. 
 
http://lds.org/scriptures/ot/eccl/12.7?lang=eng#6 
 
"the spirit shall return unto God who gave it" How can the spirit "return" if it wasn't there before? 
 
 
Many more can be found here: 
http://lds.org/scriptures/tg/man-antemortal-existence-of?lang=eng 
 
Hope that helps.

I think the biggest problem here is the question itself. There is no proof, the Bible has various passages that support our doctrine but proof comes only through the Holy Ghost and a testimony that the teachings of the Church of Jesus Christ of Latter-day Saints is true.  
 
There is no way to prove to your friend that pre-existance is the truth only the Holy Ghost and his sinciere and heartfelt desire to know truth can do that! 
 
Hope my answer helps