I converted to Islam from Christianity and Christian friend keeps telling me that I am searching for something. They hope that I go back to Christianity. But as I have already converted to Islam as a Muslim. I don't believe in that anymore and people keep telling me I am going through a phase. How do I keep a relationship with them in order for them to understand that I have chosen to be Muslim?
I think you should be still searching for the truth and you should advise your friends to search for the truth as well. Even when you have accepted Islam this does not mean that your search for the truth is now stopped. There are numerous understandings of what Islam is. Your search for the truth continues in finding what understanding of Islam satisfies your intellects. Even after that your search for the truth does not stop as one needs to always keep one's mind open to other thoughts and ideas. Besides, in following the religion that you believe in, your attitude should be attitude of 'searching' to find God in your life, by becoming better and better every day.
I therefore suggest you see and where needed explain the concept of 'searching' as stated above.
A straightforward answer to: "you are searching for something" is "of course I am, that's why I have moved on from my previous understanding of the truth, I don't think my search will ever ended and I think you too have to be searching instead of deciding that you have all the truth with you".