This is exactly the problem that makes the Lean Startup so interesting and radical. Everything we think we know about business has ingrained in us a sense of change equating to failure. We build up inflated expectations for our non-existant products and business models to employees, to investors, to friends and family, all the while ignoring the fact that all the assumptions on which we've based our businesses are just that, guesses. Then, when one or more of the assumptions is invalidated, we're so embarrassed about being wrong that we try to persevere even when we know we're on the wrong track, and then run full speed into the wall instead of changing course.

Eric Ries has some really insightful ideas about how to turn these problems around, and if you haven't already read The Lean startup I highly recommend it.

http://www.amazon.com/Lean-Startup-Entrepreneurs-Continuous-...