I generally don't, the last time I experienced anything like this, was years ago. I dealt with it at the time by writing some thoughts on paper (one of my better poems in fact!), and then getting out in my car and driving for three hours in the middle of the night, returning home only to be angry at myself for being a fool, and eventually waking up as if nothing had happened.
Despite the fact I quite like the poem I wrote, being emotionally upset is generally unproductive and not worth my time.
edit:
Oh whatever, I'll just share two of my darkest moment in my life and say how I dealt with that.
When I was 12, I played with a friend out near a highway, and when we came back home, I ringed the door and ran to the backdoor, my brother opened the door, realized it was us playing around and sent the dog after us. Except the dog picked up the wrong trail and we found her dead near the highway the next morning. I blamed myself at the time, feeling extremely sad and angry at myself, not to mention having my father going berserk at me when I told him what I did. Anyways, there was lots of self loathing and rejected any form or attempt at comfort. Once my head started clearing I realized that nothing about this was my intention and even though I had been foolish for choosing that location to play with my friend, I never wished any harm to come from it and moved on from there.
And then there was the time that I lost a very dear friend to me to suicide. Which left me filled with unanswered questions about life, reason and just about everything else. Also being young and directing all of my issues inwards, not letting anyone in my life know about my pains, didn't quite help me much in the longterm. No one in my direct environment knew of my connection with the victim, apart from the fact that I 'knew her' and I liked not having to deal with all the attention that I would have gotten if they did know how close I was, so I kept it that way.. Still, being quite lost in my values of what was right and wrong, I took to rebellious attitudes, sought the wrong kind of friends, fell victim to quite a bit of alcohol abuse for a few years and was part of quite a lot of bad stuff. This pretty much lasted two years, until something really serious was about to happen and a fight between me and my friends ensued. Leaving me friendless and alone and a changed man. Swore off alcohol and set my priorities straight and started to build my life on principles and morals ever since, and have never stopped building. :>
The first example was just someone letting my down, minor issue compared to the above two.