My first and most primary concern would be: Did the object of the exorcism survive the experience, and was he or she harmed in any way?
Second concern: has this person been seen by a qualified doctor, and if not, WHY NOT?!?
The same thing I feel when I hear that someone has a personal relationship with jesus; concern and exasperation.
I would be tempted to ask him about the experience - what he felt and what he thought happened and what has changed since.
Great point Richard. Your friend "disagrees" with you about an important topic. Whenever you two talk about it, you run the risk of saying something quite hurtful. As an atheist, you probably feel your viewpoint is well informed, and thusly, you may carry the burden of exhibiting max patience and slowly bringing him around to the reality that exorcisms are not real. Otherwise, a jovial "you believe in that malarky?" would suffice.
I just laugh... it might be offensive to some people but I find it offensive when people think I can believe something so ridiculous.