It is not easy to be shown the door. In my 30 years, I got turned down a lot of times, by my friends, family, employers, bosses, investors and clients.
I figured out that the painful part is going through the battle of your belief versus the rejection of that belief. It touches the point I blogged recently. I looked back at all the rejections and the best outcome of all of them was the learnings (made me a better person than I was yesterday).
Rejection can be over-priced, unfortunately though, it is only over rated (and in the wrong way).