The transition from high school to university often amounts to a muddled process, making it both an exciting and challenging time for many undergraduate students. Integrating both academically and socially is key in this respect. Social support from peers and teaching staff, but also from family and friends, can have a decisive impact. A learning environment in which one would expect social support to be more evident, is Problem-Based Learning (PBL). Here, learning revolves around small, collaborative groups, with closer ties between students and teaching staff. We explore the role of social support in a PBL environment by looking at students' experiences in- and outside the classroom. Based on fourteen in-depth student interviews, we find that the requirements of a PBL environment -- particularly in terms of self-regulated learning, workload, and pace -- can be a source of stress. As such, students encounter familiar transition problems concerning the inter-related issues of independence, structure, and well-being, and family and friends play a key role in dealing with these issues. However, PBL can also stimulate social support and help students integrate, especially through its emphasis on work in smaller groups and the structure offered by regular meetings.