The title of this article above says a lot in just a few words, think about it for a sec. One of the things I bring up a lot is that by changing your perspective you can change the way you live your life. It's true that sometimes you're going to hit home-runs while other times you will strike out BUT as long as you walk away with the knowledge on how to do better next time then you've already succeeded.
The next time things don't seem to go the way you had hoped ask yourself a few questions...
What could I have done better?
Where did I go wrong?
Did I ask for the help that I need?
What did I learn?
Open up the ole notepad on your computer, or grab a piece of real paper, and start answering these questions. Every experience, good or bad, should be a learning experience so don't sell yourself short but hanging your head and blindly jumping into something else.
Things aren't always supposed to work out the first time around. It sounds cliche but remember nothing that's worth having is easy to get. Listen to your heart and follow your dreams with a clear head that will lead you to big things.