1. Do you get vexed up at the player?
2. Do you take it as a common loss by the team just like other days? or
3. Do you curse the player for that?
I would certainly swear, I think any fan who says otherwise is a big liar
However, I understand, as bad as this action is, that this is just another "normal" game incident. No player intends to score a goal against his own team, and when this happens it is always because there was some error in controlling or directing the ball.
There are other very similar situations, such as goalkeepers' "mistakes", defenders losing the ball near the area, unintentional penalties (whether due to handball or contact with the opponent)... all of these incidents usually result in a goal for the opposing team and could also have been avoided, but it is a normal game incident.
We need to stop penalizing players so much, because they certainly regret an own goal as much or more than we do.