Dear Wiggles,
What can you do? You can still be friends with her within the school, you can send her notes, cards gifts etc. You can wave to her, smile, send her appropriate jokes. If she has a computer you can e-mail her. You want to do things with her, that is share activities with her. She is like in a prison, you are too as far as associating with her. In prison, you may have to communicate with someone by banging on water pipes etc.
If you remain her friend, time will pass, and time changes things. In the future, may be in a few years, she will break free and you can be friends.
One last thing, I will try and think of examples in the Bible, where people were friends even though they were not of the same faith. The parable of the Good Samaritain comes to mind, but I know there are others. If she is a Jehovah's Witness she will listen to stuff from the Bible and have an answer to give her parents.
Hope this helps,
belbab