Years ago, during the first few 100 games I ever played, I went through the same thing.
I guess the pain of losing faded as I lost more and more. I realize not everyone is that fortunate though. That's too bad because after you can forgive yourself for losing it's more fun and less stressful.
I guess instead of winning, I made it my goal to learn 1 thing from the game that I'll do differently next time... unfortunately I usually had to lose the same way 3 times before I remembered heh, but having a goal like that was better than trying to win every game.
After A LOT of effort and playing several games every day over the past two years I brought my chess game (I only play 10 minute games) up to just over a 900. I had been on a terrific winning streak, now suddenly I'm losing every single game I play.
I'm sick of it. I get incredibly angry when I lose a game and completely disgusted with myself. I don't throw tantrums, but I'll stew about it for the rest of the day. I have to remind myself that this is just a game, that is all. I feel tremendously good and proud of myself when I win, but when I lose, ugh. It just isn't worth it.