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Our genes, while enforcing that rule, don't exactly broadcast it to us. After all, the lure of happiness works best when we're under the illusion that the bliss will persist. Hence the recurring intuition that the next big thing--the promotion, the new car, the new house, the new spouse--will do the trick. Then you will be truly happy. Then you can relax.
Guess again, sucker! If happiness endured, our genes would do about as well as drug dealers would do if highs lasted forever. That's not a casual comparison. A drug's high wears off because it depends on neurochemistry that was designed to make reward fleeting. Or, to look at it another way: things that during evolution were good for the genes, like food and sex and social esteem, are supposed to be addictive--to bring pleasure that recedes, leaving you hungry for more. Addictive behavior is more problematic these days. Now it's easy to get thrills that in the hunter-gatherer environment were arduously earned. There are shopping malls, junk food, Internet porn--not to mention alcohol and OxyContin.
But the core of the problem was seen millenniums ago. Buddha built much of his philosophy on the troubling transience of pleasure. Around the same time, the author of Ecclesiastes observed, "All human toil is for the mouth, and yet the appetite is not satisfied." Some ancient sages saw the pursuit of pleasure as not just futile but also blinding, obscuring the ultimately real. The Hindu text, the Bhagavad Gita, sounding quite like early Buddhist texts, says that escaping the "jungle of delusion" means abandoning the "desire for joys."
Some modern sages are touting variations on that theme. Hence all the talk of living simply, living in the moment and in other ways getting off the treadmill of wanting--what Ecclesiastes called "chasing after the wind." Feel free to consult the spiritual leader of your choice, ancient or modern. With the possible exception of Rael.