How can I explain to my friend that running a "hackintosh" is a violation of the law?
The mere fact that Apple claims that creating a hackintosh violates the DMCA, and that their EULA is an enfoceable contract, does not make either so. There are rulings in their favor from the Psystar case, but it is not clear whether those rulings apply to end-users or only to companies like Psystar who were reselling hackintoshes.

The chance of an individual being sued is essentially zero, because Apple doesn't want the bad PR of exposing their morally repugnant, monopolistic, anti-consumer tactics to the public any more than necessary.

It is my (totally non-authoritative paralegal-school dropout) opinion that even if Apple's EULA were ruled enforceable, the clause forbidding use on non-Apple hardware is clearly a tying agreement in violation of the Clayton anti-trust act of 1914, and so would be thrown out.