As other people mentioned, there are things you can do, like not watching the news channel, not reading the newspaper, etc. (I personally myself too get sad while watching or reading news.)

But there are a few things you must consider.

1) You should not be too sensitive to other's pain.
2) You should not breakdown every time you hear something sad. Everyone has a heart and even the psychopaths cry. But once people figure out how to exploit you, it gets pretty ugly for you.