Actually, that's exactly what I do. Set it down ever so gently, while trembling all over and very red in the face. Normally, I can't even stand up for half a minute after a set of deadlifts.

When I was in university, I would occasionally make rough appointments with a friend to meet in the gym. We don't workout together; he does his stuff, I do mine. But it's really enjoyable to have a person you know in the gym with you. We do talk between sets. So, yeah, I totally understand the attraction of having a gym buddy.