Well, you can always have experiences that reinforce what you want to believe.
I think at the old NLP seminars they used to use tasking in order to create new beliefs and negate old ones. That is, they would challenge a person to do something that would shatter an old belief and create a new one. There's an anecdote about Milton Erickson asking some guy what he couldn't stand ... he got situation after situation concerning what the guy couldn't stand and put him through it. The experience caused a dramatic shift in the guy's beliefs and behavior.
I guess if you want to believe in something, prove it. What would it take to prove it to yourself?