I will say that I find the "rejection therapy" crap nauseating. How on earth does making strangers feel uncomfortable and/or obligated to give you something or interact with you self improvement? It's not like it actually develops any of the skills required for rejection heavy jobs like cold calling -- the point of cold calling is not to get rejected a lot, it's to get rejected less than average for that particular call.
If you want to work on those types of skills, volunteer for a phone drive or something. You can get plenty of rejection while actually contributing something to some worthy cause.