It depends on the situation and the severity of the emotional pain that a person experiences with rejection. In a situation where the guy doesn't know the person very well, they are less likely to experience anything drastic. If they do, then the pain might dissipate away quickly. Another factor to consider is their life circumstances, which also have an impact on the magnitude of the pain they experience. For example, if a guy has limited relationship opportunities, and gets rejected by someone they barely know, then they will probably agonize over the problem as much as those getting rejected by someone they really love or care about. And dare I say, I don't think there are any "real" gender differences.