How do you cope with losing in a game?

Paying a ransom or fleeing the battlefield means losing a great army (practically, starting over).

I wouldn't say it's a great army if you run away at the beginning of the game)), but it's still frustrating (especially if you run into a bunch of thieves) and it's hard to build it up again.
P.S. I'm talking about Heroes of Might and Magic IV.

Added by InquisitoR: Since the conversation has turned to the fourth game, I think we should move the topic to the appropriate section, namely "off-topic".