The original paper is behind a paywall but I found the 4-page article "Rejected and alone" by Roy Baumeister -- one of the researchers -- to be an interesting read.

http://www.thepsychologist.org.uk/archive/archive_home.cfm/v...

* Rejection affects behavior, but has generally no or little effect on emotion: "Thus, social exclusion does have powerful effects on people, but these effects do not depend on emotional distress. This has been something of a shock to many of us and has even led us to question some widely held assumptions about the purpose of emotion and its relationship to behaviour."

* Social exclusion results in a higher pain threshold and a higher tolerance for pain. "Further studies indicated that the numbness to physical pain can explain the emotional numbness that we had observed over and over."