You know, I used to really blow up on the golf course. I would throw clubs, or just slam the toe of my wedge into the ground. It really wasn't good and certainly didn't help. Most of all, I wasn't really able to enjoy myself, and my playing partners had to suffer through it.
Now I rarely have a problem, and when I do I tend to handle it much more effectively and privately. I guess its about attitude, and training yourself to think more effectively. I have spoken to people before who get really angry. My advice is to simply make a decision not to let bad shots get to me. My method is to wear sunglasses when I play, and when the glasses are on, nothing gets to me. Think Duval in his prime. Invariably people tell me that they "can't just become a robot" and they can't "just decide not to get angry". This is one of those situations where if you think you can or you think you can't, you're right.
Someone suggested Rotella. This would be a
great
book for you to read, as he really focuses on our ability to choose how to think. I know when I read the book it really validated my above method for coping with my fiery overly competitive side.