This could be due to evolutionary adaption: for most of human history, prioritising information about "impending doom" over that of good news is a better survival strategy because, however pleasurable the good news, the impending doom could kill you. This might not be a effective strategy now, when sources of doom are often outside individual control, but we still do it.

Wikipedia has a page on "Negativity Bias" [1], which focusses on differential recall of positive and negative memories and is therefore not quite what you describe. The explanations section is also a bit light on facts.

[1] http://en.wikipedia.org/wiki/Negativity_bias