What do you say when someone says, "Can I say something without you getting mad?"

I cringe inwardly whenever anyone asks me this, because I know that they're about to say something that they know will be very hurtful to me. They are asking me to give up my right to feel what I need to feel (and can't help feeling) about it.The way I see it, you have the right to say whatever you want to say, but I reserve the right to feel what I need to feel and tell you exactly how I feel about what you say.