The United States denies visas for a number of different reasons. Your visa may be denied because you lied about certain biographic details, for example. Or, visas can be denied because of a criminal record or other similar activities in your past.
If your visa application is refused, then you have two options: you can appeal to the USCIS or the U.S. embassy in your country of residence; or, you can apply for a new visa.
Generally, your best option is to apply for a new visa. Consider choosing a different visa this time. Most visa denials come with a reason for the rejection. Take that reason into consideration. Your immigrant visa to establish permanent residency in the United States may have been rejected, but you may still be able to visit the United States on a temporary non-immigrant visa.