I used to feel angry at women. Sometimes I admit, I still do a bit whenever I feel I've been slighted. But nowadays, whenever something goes wrong with women, I'm often angry
at myself.
When things go wrong, most of the time, it was because of an error in my own game. I shouldn't be emotionally affected by things like that. Rejection? The girl doesn't want the awesomeness that I offer, that's her loss. But you must turn your eye inward and focus on self-improvement. Could you have done anything better? Did the interaction go poorly because of the girl's craziness or mistakes that you made? You must be brutally honest with yourself, and think critically.
This quote from Pook's aphorisms really struck me:
"Every woman to me is a portal of discovery. They are all emissaries of Nature, delivering you news on how life works. To many men, anything is easier, from nuclear physics to climbing the tips of mountains, than dealing with a woman he truly loves. Why? With her, he will be unable to hide from himself."
The whole 'emissaries of nature, delivering you news on how life works' thing seems fantastical, but in a sense I can relate to it immensely. I've been inspired to improve myself in so many other factors of life because of my failures with women. Learning 'game', initially only for the purpose of getting better with women, has changed my mindset and mentality in general and I've been applying the principles of confidence, freedom from outcome, etc. in other aspects of my life. Very helpful stuff.
But to echo some of the other sentiments in this thread, no, it is very rare that you should feel (and even rarer still, demonstrate) anger. You must be stoic, and control your emotions. Here's a great link to Shark's blog on the topic:
http://www.solvemygirlproblems.com/2010/11/how-to-control-your-emotions/