It's good for your kids to be disappointed. Sometimes I think parents go to extremes to keep their kids from being disappointed...jumping through hoops, saying "yes" to everything...but that's a big mistake. Disappointment is a part of life and learning to deal with it with a healthy attitude benefits them and develops maturity. Walk in the freedom you possess to say "no" when you feel it's in the best interest of your kids and your family. Embrace the opportunity to allow your kid's character to grow. The world will be a better place without one more self absorbed, entitled, perpetual adolescent.
...And then, when they handle it well, celebrate their progress!
Oh yeah, one more thing...make sure you are leading by example.
“They do not fear bad news (disappointment); they confidently trust the LORD to care for them.” Psalms 112:7
“My child, if your heart is wise, my own heart will rejoice!” Proverbs 23:15