Enemy lines

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Enemy lines
You may be looking for the Gallifrey audio story.

Jack Harkness recalled that, when he was a boy, he went to war with his best friend. Jack had persuaded him to join up, saying that it would be an adventure. However, they got caught crossing the border over enemy lines.

The enemy, whom Jack described as "the worst possible creatures you can imagine", chose to torture Jack's friend because he was weaker than Jack. Ultimately, they let Jack go, but not before making him watch his friend die. Jack observed that his friend "hadn't lived." (TV: Captain Jack Harkness)