Christian wrote a great blog a little while ago about The Value of Failure. I always say that it starts with your group. Who you play with and why. You know who in your group will throw a tantrum if the dragon eats their horse or fails a save vs. a fireball and becomes a smoldering pile of ash. It happens and its a game. But we know who can take and who can't. I'm not going to cover convention gaming groups because that is usually a one shot deal and if someone is being a dick you can tell them to sit down shut their yap because you'll probably never see them again.
Our group has through the years seen its share of people who just could not handle failure. It becomes a personal issue and is no longer a game. Oh, the drama. Hopefully you have one person in the group that can smooth out these times. I tend to be that person in our group. Because they are my friends I can tell them to stop being a wank, you had a bad roll your character is dead roll up a better one next time. Hell, I'm on my third.
To me failure is the best part of the game. Recently during a game, my character being an ultra stealthy elf type rolled a '1' during a recon mission. So not only did I slip down the hillside causing a minor avalanche , I landed in the middle of the gigantic orc encampment I was supposed to be 'quietly' observing. Alone. I laughed my ass off as well as the other players. Did I survive? Well kinda sorta, but it doesn't matter because I had fun. The failure made something predictable into something I wasn't expecting. The GM also knows I'll go with anything. Failure is okay with me. If my character gets killed I'm okay with it. Its the dangers of being an adventurer.
Those who take it as a personal insult probably shouldn't be playing the game or playing a different game. You can't be heroic without having to climb out of some pool of crap and surmounting horrible odds. Failures make your characters better...if they survive. If they don't survive hopefully you have a great story about the death. If not, lie. All my character have died heroic deaths in fictional sorta way.
Take a look at the group dynamics and see where your problem areas lie with the players and even the GM. Especially the GM. Cause if he ain't happy he's gonna make sure everyone else ain't either. Players who have problems with failure need to be taught (and I do me taught) that its fine, its fun and its a game to be enjoyed. It takes time, and if you he a friend or relative then its time wells spent. Be patient and lead by example.
Is this where I say, "Thank you, Captain Obvious"?
PS. Added note. Since I am getting Black Ops after work today I am prepared to fail thousands of times and be 'owned'. I do suffer from Turrets Syndrome when I play CoD, but it's all good in the end. :)