What do I do when I am criticized?

I have few friends that go to the gym with me and they are pretty cool. One guys a tough guy and he is really trying to help me get my mental toughness up but its just not working out for me. I just cry when ever they do this but i cant help it. Someone please help me. No more crap about them not being my real friends and all that or its natural because thats not gonna cut it this time.