What would you do, if you were led on?

So, I am still bitter after getting rejected by this girl who I have known for a long time. She was acting flirtatious around me and even hinted at me that she liked me. I feel completely led on and even though I suspected she was just interested in me and she lost interest, I took a longer look at what she said, and said until then and it feels like she was just playing me. I can't help but feel angry when ever I think of her and I want to know if being led on justifies quitting being her friend. I'm so pissed off, I am 19 years old and I am sure that this is the second time I have been lead on and completely crushed and no girl was ever serious about dating me. I am just going to shoot myself the next time this happens. I was so in love this last time I wanted to commit suicide. Has anybody who is reading this done this? If you did do you have any idea how screwed up that is?
What would you do, if you were led on?
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