It's smart to talk about one's grief with others.
Frank is going through some inner turmoil which is beginning to show on his face so his friend Andy asks him what's wrong.
Frank wants to answer Andy's quesiton.
Frank tells Andy that he's been going through some mental anguish, and he's not feeling great about it.
Frank tells Andy that nothing is wrong, and he simply is concentrating on some thoughts, so he might look weird.
Andy tells Frank that he will try to get him some help and is happy that he shared that with him, so he can help him.
Andy disbelieves Frank since it's pretty obvious something is wrong and is sad Frank won't tell him what it is.