You said this has happened in the past--was this woman in one of your past classes that had an unpaid visitor? If so you may be stuck based on that precedence if you don't want to offend her. If not, I think I would be upfront with her and tell her you have a rule against unpaid visitors in your class because of these past experiences and explain what you had happen with them. Tell her you appreciate her concern for her shy friend and will make an extra effort to make her feel welcome and introduce her to others in the class. Then leave it that if she wants to buy a seat in the class she is welcome to do do based on availability.