Why do we do anything, from making money to exercising to collecting stamps? We want to be happy. It's pretty much the ultimate point of everything we do, and therefore it's not strange that it can be one of the hardest goals to achieve.
My Mom was fond of saying that we needed to cultivate a talent for happiness - sort of like practicing the piano or lifting weights. Years after my last real heel-kicking tantrum, I still think she's right. (I was only 27 at the time. I've come such a long way.)