Is a person considered sinful if he brings stolen goods to his house while he is displeased with that?

A Muslim is not permitted to associate with those who persistently commit sins, as this implies approval of their actions, and approving of a sin is itself a sin. Allah the Almighty says: "And do not incline towards those who do wrong, lest the Fire should touch you." And Musa (peace be upon him) said: "My Lord, because You have bestowed favor upon me, I will never be an assistant to the criminals."

Therefore, you must repent, distance yourself from bad companions, and seek righteous company. You should advise your friend and warn him of Allah’s punishment if he does not repent and return the stolen goods. Otherwise, sever ties with him.

Regarding the stolen goods: If you can return them to their owners without harm to yourself, then do so. Otherwise, you must inform the responsible authorities.