My friend told me to use split shot weights as drop shot sinkers?  Why?  I use the kind of weights where you just pin the line in the needle like hole.

There is no rule that says you can't use split shot as the weight for the sinker on a drop shot.  This was how I was first introduced to the technique.  However,  split shot will crimp your line and cause it to have a weak spot and will have a tendency to get hung up easier.  The "drop shot weights" are designed to pull loose when you get hung up so that you only lose the weight and not the hook and lure.  I personally use "finesse" weights (the long ones) and peg them to the line.  This way I can slide them up and down to adjust the depth of the lure and they don't get hung up as much.  Bottom line, what ever will keep you in contact with the bottom and allow you to "wiggle your worm"