C.J. and Donna were friends. Really, they were. They didn't "hang out" together after work—when you worked a job like theirs, you didn't have much time to hang out anyway—but they were friends. They talked and gossiped and made each other laugh.
C.J. and Josh were friends. Josh was an idiot in relationships, in friendships, but they were friends. He was brilliant, brilliant, in politics. Loud in his arrogance, but brilliant. They didn't make him Deputy on a whim. But he was so focused, so intently focused on politics, on his job, on fixing the world, that the normal people stuff got left out. C.J. had been a normal person before the White House, but brilliance and politics was the only life Josh knew.
They were all friends. But C.J. couldn't say nothing. Not when Donna asked her, flat-out. Donna was too smart for her job. She was smarter than most people gave her credit for, certainly more than Josh gave her credit for—at least to her face. C.J. just told her the truth; if she got away from Josh, she could advance, really advance, in her career.
C.J. had known there was something between Josh and Donna—Josh had no idea, of course, or at least acted like he did. She thought with Donna it was just the schoolgirl crush on the teacher. But when she told Donna to get away. When she told Donna she was staying for him and instead she should do anything that doesn't have to do with Josh Lyman, she realized her mistake.
It wasn't a schoolgirl crush. Donna was in love with Josh.
C.J. could see it in the way her eyes got wide and her voice barely betrayed her as she said, "Let's not do this."