This is all about playing 'in the moment'. Forget what has gone before, it's gone, worrying about it, or getting annoyed about it won't change anything. I read an article by Gail Smirthwaite about a golfer called Tommy who had an aflicton that made him a fantastic golfer. That affliction was that he only had a 10 second memory, so every shot he played was in the moment, no bad shot ever put him off. I think the article is on her golfmindguru website in the newsletter archive. The story really made me think.
Also, when you put the ball in the water, were you trying to keep out of the water, or on the green. There's a huge difference.