"I was asking them do a very quick turnaround," says Willink, and "in the end, they said, 'Look, we just can't do this. This can't be done. We're sorry.'"

He gives the example of getting his children's book, "Mikey and the Dragons," published on a tight timeline. He pitched the book, which teaches kids how to overcome their fears , to his publisher in August 2018 and wanted it on the shelves a few months later, before Christmas.

In those situations, you have to change your mindset, says former U.S. Navy SEAL Jocko Willink , who is now an author and leadership coach.

Chances are, you've been told at some point in life, "Don't take 'no' for an answer." But what if what you're hearing really is a hard "no"?

He realized "that was a 'no.' And it was a very firm and solid 'no.' They just didn't have the maneuverability to make it happen so I had to accept that 'no' from them. … But then what I did was I shifted my perspective: What other angle could I look at this from?"

Rather than pitching his book to other big publishing companies or giving up, Willink decided to change his thinking.

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"What if I make my own publishing company?" he asked himself. "What if I make my own publishing company that's very agile and very lean and very quick and we can put this thing together?"

He reached out to contacts with experience in the industry, created Jocko Publishing and managed to get "Mikey and the Dragons" out before Christmas — "even before Thanksgiving," he adds.

He learned that sometimes facing an immovable obstacle gives you a chance to get creative. The point is to "solve the problem," he says. How can still end up where you need to be?

"So sometimes you take 'no' for an answer from one perspective and instead of just fighting in that same perspective, you have to shift your perspective," he says, "and attack from a different angle."

Don't miss: Ex-Navy SEAL: This is the first step to take to conquer your greatest fears

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