I think at the very base of things, it's just a matter of experiencing it enough to become desensitised. And really, how many things to we become desensitised to every day? Just look at the news...a mass murder gets attention for a few days, but people are so used to these things that it almost isn't even news anymore.
We learned how to accept the word "no" at a very young age and we managed to survive the devestation, so how is it any different when you attach the word "rejection" to it? Nobody likes being told no, but we have to deal with it.
It seems we're not sensitive enough where it matters, yet we crumble at the slightest possibility of hurt feelings. We really need to shift that balance and start developing thicker skins. In my opinion, being able to deal with day to day life is a pretty good skill to have.