Get Rich Quick!

I've mentioned this topic before, but I think I have a better handle on the concept now, so I thought it was worth revisiting.
I was recently thinking about my past behaviour, and I realized it works a lot like the 'get rich quick' scheme, as seen on many sitcoms.  The wacky neighbour or whoever comes up with a scheme, which inevitably blows up in his face, but the next week, he's always got a brand new plan, which ends up doing the same thing.  I have come to realize that I do the same sort of thing with women.
For me, I think this works as a weird sort of coping mechanism.  When rejection happens, I feel bad for a while, but I bounce back quickly and move on.  While moving on isn't bad in itself, I usually move on without taking the proper time to process things emotionally.  I think this is probably the cause of my brief, but horrible bouts of depression after a rejection.  While it's natural to feel sad, it seems like my emotions get a little more intense than the average person.  Maybe that's just how I am, but what I'm doing probably isn't helping.  Furthermore, I often get the false idea that the next girl will be 'the one', and that I'll get things right this time.   This is a problem in itself, but it becomes worse since I don't truly deal with previous emotional attachments, so while I feel like I'm into one girl, I find myself still missing another.
I'm not sure what's to be done about this, but I know I've got to do something if I'm going to break this pattern.  Suggestions, anyone?