I ask myself that question whenever I get too upset about something that I shouldnt - I feel silly for over reacting.
However, I've come to the conclusion that our emotional reactions are our valid responses and we are allowed to feel them - no one can ever tell you that you aren't allowed to feel angry, sad, or hurt. What hurts you, or makes you angry, is a personal thing and no one else can judge it.
What matters is what action you then take:
a good reaction is to try and solve the problem (but not with violence!) in a constructive way that dosent hurt anyone... if someone has hurt you, talk to them rationally, take your anger out in a productive way like sport, or write about it until you feel calmer. Rant to a friend you trust.
Other than that, bad things to do are simply stew and let the problem happen again... you'll just get hurt time and time again. Another bad thing to do is to lash out and hurt others emotionally or physically.
The emotion is ok to feel - and the reason they happen is because we are human ... if we want to be able to feel love, we have to be able to feel pain too, but hopefully the ups will out number the downs.