Responding to investor's rejection emails?

How do you respond to rejection letters from investors? What some strategies to use it in your favor?

Are there any stories of how successful startups used rejections from investors when they started out?

I eluded to this in my answer to "Cold emailing a VC without an intro?".

I would always respond with "Thanks for taking the time to reply. Would you mind if I kept you in the loop with my progress over the upcoming months."

I've found most investors reply with a yes. This is a chance for you to prove you are actually doing something and making progress. This is one practical way to follow Mark's advice on "Invest in Lines, not Dots" - even if it's one sided.