Well, having had stuff like this happen to me before, I would say that it is totally inappropriate for her to have called you. This could be damaging to her career if anyone was to find out. You should probably just forget about it and cut ties with her. This sort of behavior is sad and potentially dangerous for her and you. Just back away slowly.

(Sorry to seem so serious, but I have had experience with situations like this and they only ever go downhill if there is a continued relationship)