Unless your friend is Chad Nelson, you're using someone else's material without compensating them.
While I accept the point that to learn D&D's version of "The Queens", you're probably best learning it from
The Trilogy DVDs, and if you want to learn the Clipshift you're best learning it from
Surfaced, this is for quality of learning purposes rather than ethical reasons.
Is it unethical to borrow a book from a library? I would say, no, it isn't. Is it unethical to borrow a book or DVD from a friend? I would say, no, it isn't. Is it unethical to allow someone to be in the same room while you're watching a DVD. Again, I say no, it isn't. On that basis, it also isn't unethical to teach a trick to a friend, or to learn said trick from that friend. Of course, the quality of teaching isn't likely to be as good as learning it from the original source, but, in my opinion, there are no ethical problems.
An equivalent situation is this. Have you ever seen a comedian on TV who had a great line, which you then repeated to your friends? Did you compensate the comedian for the use of his material? Of course, if you were going to release your own comedy DVD, you would be expected to ask for permission to use that material, but for use in your everyday life, there's no ethical problem.