In Science 302:290-292, N. Eisenberger, M. D. Lieberman, and K. D. Williams have shown that social rejection stimulates the same part of the brain as physical pain (journal abstract; HTML journal article (subscribers only); free 131KB PDF at UCLA):
A neuroimaging study examined the neural correlates of social exclusion and tested the hypothesis that the brain bases of social pain are similar to those of physical pain. Participants were scanned while playing a virtual ball-tossing game in which they were ultimately excluded. Paralleling results from physical pain studies, the anterior cingulate cortex (ACC) was more active during exclusion than during inclusion and correlated positively with self-reported distress.
(via today's Science Now; subscribers only)
UPDATE: New Scientist has further coverage.