In response to losing a game, "getting angry" or going on "tilt" is losing your mental equilibrium, such that you (erroneously) believe you can win the next game through dogged determination and sheer force of will alone. When this proves insufficient and you lose the next game as well, the tilt cycle is reinforced and you go on to immediately lose the next five or ten games too.
Go requires clarity and calm rationality. It's common to get frustrated when a plan doesn't work, or when you lose a group. But remember that the battle is not the war -- many times, if you can keep it together, you can find ways to use the loss to your advantage.
All of this vanishes, however, if you let your anger get the best of you. Besides, getting angry often leads to Nuclear Tesuji.
Alex: I play a lot more poker than Go these days, and I've discovered that poker players have a term for a phenomenon that I experienced many times playing Go. They call it "tilt." The usage is usually "going on tilt," or "tilting," or "he's on tilt," or "Stop tilting, you damn donkey."
The origin of the term is pinball. You lose one ball, you get angry, you start bumping the machine a bit too aggressively on the next ball and cause a tilt, costing you that ball as well. Another synonymous term is "steaming," but you usually hear that used to describe a specific play - "That was a steam raise, for sure."
A poker player on tilt is angry because of a bad beat (e.g. he has a pair of aces against a smaller pair and gets a lot of money into the pot when he's ahead, but the smaller pair hits three of a kind on the last card of the hand). An angry poker player is incapable of making good decisions in the sort of marginal positions that frequently arise, and thus throws a lot of good money after bad, or folds when he shouldn't because he's paranoid that he's just been drawn out on again.
Same thing happens to Go players, or at least me, when I play Go. At the Toronto Open one year, I won all three of my games on the first day, but made a huge late endgame blunder in my first game on the second day, which turned a 15 point win into a 20 point loss. I still just needed one win to be likely to take first in my division, but because I was angry at myself for blundering like that in the first game, I "went on tilt," and threw away the next two as well (the first by playing too cautiously when I was ahead and letting my opponent catch up, the second by being reckless and aggressive and having to resign early), ending up with a third place finish. A 16 year old kid even told me, between the fifth and sixth games, as I bemoaned my story and fretted about my odds of winning the crucial final game, "Psychologically, you've already lost."
You also see it happen a lot when an opponent makes a lot of unreasonable invasions late in the game. This is actually a strategy (unethical in Go, in my opinion, but similar strategies are accepted practice in poker - a highly predatory game) designed to cause the opponent to tilt. The first few invasions almost never work, but eventually the opponent gets angry, starts responding too quickly and eventually slips up.
Remaining calm and avoiding going on tilt in Go, as in poker, will vastly improve your game. Now, if only I could learn to do so.
Tapir: Well, often the first "invasion" is made as say a probe to leave aji, which helps the other invasion to live. I don't see anything unethical if done in this way.