I guess anger does protect us in that it allows us to shut off. I'm trying to bridge that chasm myself. I haven't found that it really helps me.
One of the things I do when I get angry or am just feeling down is go for a walk. Usually a fairly long one (5 miles or so) and if I need to, I talk to myself and I've been known to cry and talk and walk all at the same time. Multi-talented, yep that's me. \:\)
Letting the feelings out by crying (or whatever works for you) is not a sign of weakness IMO. It means you have the passion to feel and the strength to get it out and move on.