In all fairness to those who have responded you did ask a crazy question so you got some very sarcastic answers.
Yes it is possible that your snake could get hurt from feeding live, but there are ways to do it safely, such supervising feedings and being prepared to step in should the rat get a hold of the snake. There is always a chance the snake could make a bad grab when feeding live, like what happened to your friend's snake, but these things just happen. You can't tie a rats mouth closed.
Your best bet it is to feed frozen/thawed or pre-killed. All but one of my snakes will take frozen/thawed for me. All you need is to make it warm enough, or use pre-killed, and then use feeding tongs to make it seem like it's alive but laying it down and grabbing it by the scruff of the neck and moving it.