You've got to be careful when choosing friends.

Literal

Friends [object-を] choose time-[at-には], pay-attention-must.

The ときには ('when, at the time') uses the composite に+は to topicalize the timing — pulling the time-clause forward as the contrastive frame for the rest of the sentence. 気をつけなければならない ('must be careful') is the obligation form of the 気をつける idiom — direct, slightly bureaucratic, suited to formal advice.