In PofA, Remus made it seem as if, though she may not have known about it at the time, Lily made him feel like a real person, in spite of his lycanthropy. Being a teenager is already hard enough, but going through all that, knowing you have no future ahead of you, of course he would hate himself and what he was to some degree. Lily must have been some sort of guiding force for him, keeping him afloat a bit, even though he had his friends. It would only be natural for Remus to develop some sort of emotional connection to Lily, despite whether he wanted to or not, but if he was able to keep that from his friends, then that leads me to further believe that MWPP were not as tight as they thought they were (which is flippin' obvious when one considers Peter).JKR made it clear that although Remus was 'fond' of Lily, he never competed with James for her. So I would hazard a guess and say it was no more than a crush, more like he just had a soft spot for her, especially when compared to James' feelings for her.
I would go so far as to say that James is self-absorbed and oblivious enough to have no idea that Remus was sweet on Lily (if that was the case). He seemed more concerned for creating havoc and mischief and palling around with Sirius that he probably couldn't see the proverbial forest for the trees. It was this overall lack of perception, ironically enough, which led both Sirius and James to make the fatal mistake of trusting Peter. If they had any sense at all, they could have seen the signs that he was not quite what he seemed.I would also think that even if Remus did have really strong feelings for her (which I don't like the idea of - Lily seems to be becoming more Mary-Sue-like every day) and James was aware of this he wouldn't be worried as he would know Remus wouldn't betray him like this
I may or may not have just spit some of my drink on my monitor here.bro's before ho's, and all.