My wall of protection

I was at a bar last night (no this isn't one of those stories) to support my brother. It was his first show in New York (and after the "musician" before him emptied the bar and almost made me change that whole no alcohol thing) my brother tore up the stage and made the left over attenders very happy. But something I've learned about myself, extensively; is that I am a very closed off person. That is, once I feel someone pulling away from me, lousing their interest (friend or otherwise) I completely pull my emotions back into my heart and begin erecting that wall of protection. Once this wall has begun construction it is really hard to halt, tare down, and forget the whole idea. I'm just so afraid of being rejected that I choose to pull away before I get hurt. No whether or not the other person means to "loose interest" or not, in my little world of I-know-I'm-right it doesn't matter. Once I have that in my head that this person is about to reject me, I decided to give them the cold shoulder.
So that is what I learned last night. And I don't really know to change--or know if I want to.