I have met people who refuse to be happy because happiness doesn't last. They have never accepted the fact that you can't summon happiness and you can't make it stick around. It comes and goes. They even think happiness causes subsequent unhappiness - though that unhappiness would most likely have come anyway.
Think of happiness as a visitor who comes into your home, stays for a while, then goes away without warning about its business. But though you are sorry to see it go, you know it will come back again.
The next time you notice you are happy, make a space for it. When you find yourself ignoring your visitor and going off into some story of resentment or fear in your head, come back to your experience of happiness. Just check in that it's still there and, if it is, enjoy it.
We have a tendency to devote more attention to getting what we want than to enjoying while we have it. This may have developed as an evolutionary trait - for instance, hunters and gatherers need to spend more time hunting and gathering than, for instance, eating what they have gathered. So it comes very easily to us to discount happiness and let it go by unnoticed.
Click for my free audios/resources and my courses.