"Making lemonade" is a good sentiment, but examining the metaphor in a literal sense brings up a flaw. Namely, you can't make lemonade with just lemons. You need sugar to sweeten it, water to dilute it, ice to cool it, and a pitcher to hold it. Putting this back to realistic terms, if something bad happens to you and you want to "Make Lemonade", you need to expend your on hand resources to make it better. It's called throwing good money after bad, and nine times out of ten, you'll be in a worse place than where you started. And more than likely, the one out of ten times will be you just breaking even.
And "Throwing the Lemons Back" doesn't really work either. Once again, in taking the metaphor literally, we find why it doesn't work. While lemons are renowned for their bitter and sours qualities, they are even more renowned for their health benefits. One critical supply on sailing ships of the 16th century was citrus fruit, with it's massive stash of Vitamin C kept the deadly disease of scurvy away. Hence, throwing the sour fruit back means you're getting rid of perfectly fine and vital food source.
So what am I getting at with this? Well, I'd like to add my own twist to this phrase (and I do apologize if someone else has already aticulated this thought):
When Life Gives You Lemons, Smile and Drink Lemon JuiceIn a contextual sense, this means that when bad things happen to you, smile and accept them. It is physically impossible that bad things will happen to you repeatedly, or at least with nothing good coming between them. So when they occur, eat the sour fruits; pucker your lips, curl up your fists, and twist your body in it's reflexive response to such an assault on your tongue. After a few brief moments, the discomfort will subside and you will be all the better for such an experience. Do this enough, and you will eventually build up an immunity to such discomfort, getting all the benefits and none of the pains.
I should know. I actually like the taste of lemons, and I'm thankful for when life decides to give them to me. I'm aware this is a difficult concept to accept. People have a natural aversion to pain and discomfort. But you can't stop pain from coming, nor can you reject life's efforts to inflict it upon you. And since it's not worth it to smother the pain in pleasant comforts, the only thing you can do is learn to accept them.