A few years ago, I applied for PhD programs in Clinical Psychology. I got rejected from every single one which hurt to say the least. Through the year following those rejections, I realized just how naive I was, but more importantly I realized how to deal with "failure". Looking back I can now see why I was rejected and how that doesn't make me intrinsically inferior or an outright failure at everything in my whole entire life and just doomed for mucking dirt and eating rocks. Coming to terms with those rejections has also made it a lot easier to come to terms with getting rejected generally. Of course I still get a little upset and a bit angsty, but that's normal for anyone and doesn't become a problem unless it starts affecting my life or the lives of others.
This isn't a feel-good-everything-is-grand Instructable. It's a simple guide on coming to terms with rejection/"failure" and moving on because stagnating through obsession won't get anything done and will doubtfully make you or me a better or happier person. It doesn't do any good to lash out at others and make them feel bad for their successes, and it doesn't do any good to stew in a well of worthlessness or feel that the whole entire world is against you. It takes a lot of discipline to deal with rejection well, and it isn't easy. I can't say I'm always successful at the process of taking failure like a champ, but it's certainly worth trying to be a champ especially if you just got rejected.
Go ahead and whine about it. Whine to yourself, a good friend, a relative, or someone who can maybe make you feel a little better. Just don't whine publicly because you risk making others feel bad and making yourself look bad. There's no point in going public unless you've managed to compile some solid evidence of unfairness.