Try not to be ashamed of your anger. It's an emotion we will have at times. It's what you DO with your anger that really counts.
I find it helpful to be able to vent.
Exercise is a must for me.
Playing my guitar and singing at the top of my lungs is another good outlet.
Writing...writing can be cathartic. I know a guy who made a music CD and he wrote all the songs on it. He told me it was very cathartic for him after going through a grueling divorce and dealing with his bad marriage prior to the divorce.