How can I learn to not take criticism as an insult?

I'm a ballet dancer, and I don't seem to know the difference between being yelled at and being given critique. I don't know, I just sometimes feel like I'm bad at dancing or I did something wrong when I'm given corrections. My ballet teacher is strict and will make me do something in front of the class and ask me to explain the step, something like that. I should be used to it, how do you get through a life of ballet without a correction?? But I just can't seem to learn that being given critique isn't an insult! I always take it the wrong way!