Depends how bad the "sadness" is.
If its light, i'll probably just fire up some shoot-em-up game, crank the difficulty down to easy, and have fun shooting things in the face with little to no resistance.
If its, per say, serious, then i'll most likely crank up the music on my IPod, head to the sanctuary that is my room, and read up on stuff.
Its normally not serious though.
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Rich's first ever Super Smash Bros Brawl Wi-Fi Opponent