You stop playing for a minute while you loudly complain about it. For example, while playing a Spiderman game and being unable to jump to a certain ledge without falling, I put down the controller and said aloud "So where does this leave me, game? It leaves me stranded in the middle of nowhere flinging myself off of shit like an absolute dick, dressed in a skintight black suit that's only *slightly* homo-erotic, and all in all, I look like a complete fucking moron in front of the whole New York City because their hero and savior *can't even jump onto a fucking ledge'! Thanks for that, you bastards!"
If it really becomes a problem, play a different game for a while. Or better yet, do something else. Like watching videos of people getting angry, or perhaps you'd enjoy Yahtzee verbally disemboweling stuff. I find that really helps me.