Yes, rejection should never bother you. Rejection is part of dating - it's part of the 'game' for lack of a better word... it's kind of like baseball... great hitters are only successful about 3 out 10 times - they strike out a lot.
It's not a big deal - AND IF you can accept it initially you just MAY changes the feelings she has for you - if you act like it's no big deal - she may see you in a new light. CONFIDENT guys laugh at rejection and move on.