You ask for an order and the buyer says no.

This is just one of the ways of getting bad news at work. Everybody gets rejection and we all get down, but then, after a while, a funny thing happens: We don't feel quite so bad.

Did you read about the guy who mistakenly threw away a £100,000 winning scratch card? Naturally, he was gutted at the time, but now he's probably having a right good laugh about it. Or maybe not.

For most of us though, bad news often turns out to be much less devastating than we first feared. Why is that? Well, a study by Daniel Gilbert at Harvard University gives us a clue. He set up a series of classic social psychology studies that most people would be familiar with, including going for a job interview and getting rejected.

However, in Gilbert's experiments, things weren't quite what they seemed. Firstly, all the interviewees were led to believe there was an actual job on offer. Then they were asked to complete a questionnaire that included a section about how they would feel if they didn't get it.

To quantify their disappointment they were asked to predict the change in their mood on a scale of 1 to 10, where 10 was happy at getting the job. All agreed that their mood would worsen by two points to eight if they were rejected.

Naturally, nobody was offered the job. What Gilbert was interested in was their reaction to the bad news and, in particular, how this differed from their prediction. But there was another little twist in the tail. Half the group was interviewed by just one person, and half by a panel of three. This made it easier for those rejected by one person to rationalise the decision as just one person's preferences, but for those who were rejected by three people, it was naturally more difficult to dismiss, since this was seemingly a considered judgment by a panel.

Immediately after the rejection, those interviewed by just one person could rationalise the decision. Their good mood fell appreciably less than that of those rejected by the panel of three and nothing like as low as they had predicted. On being told that it was all an experiment and there was never any job on offer one woman overturned the desk, set fire to the curtains and stormed out.

The fact is, we all have an in-built psychological immune system. Whenever life kicks us in the unmentionables, our psychological immune system starts rationalising what's happened and, over time, stops it hurting as much as we feared.

So don't live in fear of how you will feel at bad news. Go ask for that order you think you have little chance of getting. If you are rejected you won't feel as bad as you think.

Philip Hesketh is a professional speaker on the psychology of persuasion and the author of Life's A Game So Fix The Odds.