"Everywhere, everyone always has some complaint"
That quote is from a speech by the Dalai Lama given to a class of college students. Complaints are often perceived in a negative context. If you complain too much, other people will complain about you being a "complainer". "That guy Phred, all he does is complain".
A while ago I listened to a Perlcast with Chia-liang Kao, the creator of svk. He talked about "complaint driven development" a little bit. After digesting the idea in my head for a while, I think that it's an effective approach to developing software.
Some complaints can be useful. Others, not so useful. "Why doesn't this application have a forgot password feature?" vs "This application is broken". The first complaint is useful, the second is not. But as developers, we often hear number 2, users who complain about #1 are more technical and helpful, but not in the majority.
What should you do if someone complains about your software? Well, first thing to do is take your ego and put it off to the side. You have to emotionally detach yourself from the software and make a logical determination whether or not this feedback holds any value. The mark of inexperience is reacting emotionally. Don't do it.
Second, take a minute to think about the complaint, it doesn't have to be right away but you should do this at some point. What are they complaining about? What part of the workflow is it that this user is running into a dead end? A mark of good applications is you don't have to think about the workflow, you just use it and get on with your life. The bad ones are like a maze which you can never get out of.
Third, use the information you have gained from the complaint. Lately, I always complain to myself first before I ever let a complaint out of my mouth. I make sure that when it does come out, I have at least two possible solutions to the problem. That ensures that I have diverted some energy to the issue, and am not just reacting. As I have found, listen to those who complain well, and therein you will find the user feedback that you are looking for.