Eric Sink from SourceGear has a good article on MSDN about Making More Mistakes.  This is an important concept for someone who wants to “go independent” and work for himself (or herself, don't get hung up on the syntax).  As an entrepreneur, you are automatically a risk-taker.  You don't have to be foolish about the risks you take, but as I like to say, “Hey, LIFE is a risk!”

One of the hardest lessons for people to learn is that failure is NOT the opposite of success.  Failure is a part of success.  Unfortunately our schools in the U.S. work very hard to beat the idea into our heads that we cannot afford to fail.  You are penalized so severely for failing that you become gun-shy about even trying.  Don't believe me?  Think about it this way.  If a student fails and fails and fails for three quarters of the year, and then finally in the last few days everything CLICKS and they get it, what grade will they receive?  Very low, near failing, like a 1.0 on a scale of 4.0.  But when Thomas Edison failed and failed and failed hundreds or thousands of times to find the right material to make the light bulb, what happened when it finally clicked and he got it right?  Everyone cheered and he is remembered as a great inventor, even a genius.

Many people think the quote referenced in the title is Sometimes You Win and Sometimes You Lose.  But as Dave Grosvenor, a friend of mine and a very successful businessman says, for entrepreneurs, the quote is Sometimes You Win and Sometimes you Learn.