Depending on what has me distressed, I tend to do several things, not always all of them each time
For minor stuff, usually I just pull my zune out of my pocket and listen to it, if I'm not doing so already. If I am already listening to it already, I pull it out, pick a good song and turn it up. It calms me, and gives me time to think things out and mellow out
For the rare occasions that I'm majorly distressed, my behavior really varies based on what the problem is, what my problem is and who/what is the source of the problem.
From just putting on my headphones, cranking up my music to high volume and ignoring everyone until I am calm again to doing things like walking away, it varies wildly. I'm generally a pretty calm guy so it takes a heck of a problem to get me that upset. :3