Searching for a friend

You are standing at a crossing from where there emerge four roads extending to infinity. Your friend is somewhere on one of the four roads. You do not know on which road he is and how far he is from you. You have to walk to your friend and the total distance traveled by you must be at most a constant times the actual distance of your friend from you. In terminology of algorithms, you should traverse O(d) distance, where d is the distance of your friend from you.