David Brooks mentioned this in a recent column:
In short, we humans have a tendency to entrench our opinions even
deeper when confronted with countering evidence and arguments. We dig our heels in rather than admit we are wrong. Apparently, the human brain places being "right" above being correct. And instead of consolidating new information into our beliefs, we look for ways to further entrench our older beliefs.
The skeptic's dictionary has a good entry on what is known as the "backfire effect." It is particularly interesting to see how we rationalize our positions, especially in light of contrary information.
http://www.skepdic.com/backfireeffect.html