I have to admit, I was delighted to hear this story on NPR about rejection therapy. Take a listen if you've got the time. It is the story of a man who took his intense fear of rejection into his own hands by...purposefully seeking rejection! I really admire the humor and dedication he brings to his journey, not to mention the courage to speak about it publicly.
Some of us are ready to face our fears boldly, as the subject of the NPR piece did. Others need a bit more understanding and guidance on how exactly to face one's fears. In the psychotherapeutic treatment of social fears or fears of rejection, a therapist might ultimately work with you to execute exposures--facing your fears--but also work with you to build some skills so that you can cope with the fear sensations more effectively. In addition, therapeutic work around this kind of problem can also include buidling social and communication skills, learning to challenge mistaken beliefs about social interaction and rejection, understanding the origin of the problem, better tolerating uncertainty in social situations, and enhancing relaxation skills.
If you struggle with social anxiety and fears of rejection, know that there are effective treatments available to you!