"If you have received a rejection letter, it means you have something in common with many great writers like Janet Frame."
One book blogger responded to her reading of Janet Frame's posthumously published collection of stories by incorporating a review of the book with some hints for writers about how to deal with rejection. It's worth a read! (She doesn't include Janet Frame's strategy - write about the rejection in your autobiography and leave the rejected manuscripts for your literary estate to publish in the New Yorker! That'll show them!)