1. Failure is feedback
For every action, there is a reaction. For every failure there was a action that caused it. This action may not have even been all your fault. But, you have to see what the failure may be telling you. So you didn't get the internship, what type of coincidences caused this perhaps? Could it have been a blown interview question? A weak resume? It's important to figure out the probable cause of the failure. It's the same with a computer program. If it's not working, look inside the code to check for possible bugs or broken links. Failure is not out to get you, it's just telling you what might be keeping you from succeeding.
You can take it personally when some one rejects or dupes you. But, a lot of times you were not even in their frame of mind when they were deciding what to do. Many times people make decision for what's the very best for them and don't care about other people. They live in their own world with their own views/experiences to draw their on conclusions. So next time some does something you feel was against you, it was more just an act in their best interest. Now, this isn't very comforting, but just realize that the world doesn't revolve around you and people are not necessarily 'out to get you' (although some of them are, always exceptions).
If I get rejected by someone I just remember that they didn't reject me, they just rejected the presentation of me through their own filter in their own mind. Did they reject me or the way I was just presenting myself? Hmmm...
There's a reason why investors diversify their portfolio. The same reason companies have multiple products with multiple income streams. These are hedges against failure. If one stock dwindles, who cares, I've got 50k lined up in three others. The new Coke Zero was a horrendous failure, "Whatever"- the Coca-Cola president exclaims while creating a full size paper mache of George Washington with hundred dollar bills.
Do you see the point? Have a diverse investment in your ego, jobs, relationships, etc. Why do you think pro athletes have such a hard time after sports? Because that's all they've known. All they ever were was an athlete. How can this be applied to you? Always be closing. Say it again. Always be closing. Why? I currently always have 2-3 job leads at all times. Even when I get a new job I have more lining up. If you lose or miss out on one who care's? Yeah it will sting a little but it's not your only option.
Say you're dating this one girl and you are really into her. She's pretty much all you've wanted and you've stopped talking to all other chicks. Well, your game starts to suffer, you turn into a needy wuss, and you get dumped. Now what? Instead, you should of had 2-3 other girls you were talking to the entire time (until you get really serious, then maybe drop it to only 2 :p). Do you see the meaning of this? It's called the plentiful factor. When you have plenty you are more relaxed and more confident. Just be warned, over confidence leads to pride which leads to failure...which is feedback. It's all a cycle! I'll leave you with this nice little tidbit, cheers!