It's not very different than any other path in life.
Are you going to drop working out because someone else mocked you for lifting weights? Are you going to jump into another career because someone looks down upon that line of work? Or are you going to stay committed to what you want to do with your life?
Rejection isn't bad...seeing rejection as something bad because your friends say so is bad. Not trying is bad. Your friends see rejection as bad because they see putting their pride on the line as too risky, and therefore write off approaching altogether as bad to save themselves from being put in the same position they have you in right now - from being laughed at. Of course you want results, and you will get them eventually, but approaching has much more to with the person you become as a result of what you put yourself through in the process than it has to do with "batting percentages", which is how your friends view it.