Let's take a look at the claim that got me interested in Stoicism in the first place. Here it is, from Socrates' Apology:
No harm can come to a good man, in life or death.
On the surface, this is ridiculous. It sounds like the worst of Leibniz's best-of-all-worlds theory, like Job's judgemental friends - so obviously contradicted by what we see in the world every day. Good people suffer more than bad people, if anything. Christianity is simultaneously built on this principle - be a good person and they'll kill you, etc - and troubled by it in the problem of evil. Innocent children catch awful diseases, and so on.
If we wish to construct Socrates' view charitably, we need to look at what he means by the words 'good' and 'harm'. Rather than being a statement about how the world is, Socrates' claim is really a definition of a 'good man': a good man is someone to whom no harm can come. How can anybody live to avoid all harm? Well, as the Buddhists say, pain and harm are functions of desire - if you don't desire something, then removing it can't harm you. But Socrates isn't saying that the good man desires nothing. Rather, the good man desires only what is entirely within his power: his own moral behaviour.
You want to avoid being harmed? It's easy: just see all the things that you can't control as worthless. Your own health, the health and lives of people you care about, money, even your own life - all these things are determined largely by chance, and so it's a bad idea to worry about them. Change the way you think so that, if you retain your moral integrity, you will be entirely satisfied. Epictetus tells a story of a man who is summoned by a capricious ruler. He refuses, and the ruler threatens to cut his head off. "You are free to do that," says the man, "just as I am free to refuse your summons."
On this view, if you do something evil - kill another person, for instance - the only person you've harmed is yourself. If you're killed by another person, they've done you no wrong. How could they? All they can harm is your body, your life - which as we've seen is of no concern to the Stoics.
Make your state of mind dependent on nothing but your own actions. If you allow chance to determine how happy you are, you lay yourself open to disaster. Don't worry about what will happen to you; worry about how you'll react to it. Then you'll be Socrates' 'good man', and nobody will be able to harm you again.