We all know being grateful is important to our peace of mind and happiness. And almost everyone, when they think seriously about all they have, can find many things to be grateful for in their lives.
Yes, there are people worse off than you in this world. Thinking about them will, obviously, make you appreciate your life more. Yet, why is it, regardless of all we have, there are times (some more than others) when we lament our lot in life? Feeling sorry for ourselves is something that we can control. It is a thought and I suppose the trick is to not wallow in such ruminations.
If anything the self help books have taught me, it is to focus your mind on better thoughts. Yes, you might get down occasionally (or more often) but as soon as you realize you are doing this to yourself, change it. Think how you would speak to a friend that was in such a mood and be your own friend.
No one would walk away from helping another human being in need, so help yourself. You are allowed to do it and you are worth it.