No. If both of you have the same mission progress then one person joins the other you can continue as normal. If you are father than your friend and join him then quest progress will not be saved until he gets to the same part as you. If you are lower than him and join him then quests you do won't count. You still get the rewards and can keep weapons you found. Since you're on chapter 6 then it would be best if you join him. Eventually he'll catch up and quests will start counting for you.
I'm guessing you mean more that you 2 are having trouble joining each other. That is a common problem on PS3, it is a pain to join people. You have to go to game lobby, press triangle, and invite him, or vice versa, but many times it will fail to connect to PSN. Other times the invite doesn't work by either simply not doing anything or getting to joining screen and failing.
Try quitting game or turning of PS3 and try again. Invite should be sent as soon as the map loads up for a better chance to work.