You have to be teachable. If you aren't, you're wasting your time in a writing group.
My policy with respect to input I get from the Story Monkeys (and from all sources, really, but especially from the Story Monkeys) is to try hard to take all the comments. The Story Monkeys aren't lazy and they aren't stupid, so if they give me a comment (which they do, many of them, every week), the comment has usually been triggered by something in my work that needs to be improved.
My first response to a comment is to talk back to it; not to deny or reject it, but to explore it with the Monkey giving the feedback. "Okay, you say that the problem is that the story is missing X, but I tried to put X in the Chapter 3 dialog. Did that just not work for you? Why not?" Discussion ensues, and usually the comment is clarified and targeted. A clearer, more focused criticism is easier to respond to and therefore more helpful.
Then, almost always during the following week and ideally the very next day, I go back and look at my writing and think about the comment. Usually, I work through and make the changes necessary to respond to the comment.
Sometimes, on reflection, I decide not to make a change, but I don't let myself reject criticism for mere gut reasons (which might be simple pride, or irritation that someone has dared to think that I'm less than perfect). I think the comment through until I can say "I'm not taking this comment because of X, Y and Z reasons." This process of analysis, even though it results in a rejected comment, strengthens my understanding of my own writing and thereby improves it anyway.