Philippians 4:4Be joyful always
1 Thessalonians 5:16Notice how it says "always"? As my friend Jim says, the proof that this isn't natural is that it's written here. If it were natural, we wouldn't need a command.
So what's the deal? How do we execute this? I notice that in both cases (and also in Philippians 3:1--Finally, my brothers, rejoice in the Lord!), the command comes at what Paul apparently thinks is near the end of the letter. It seems to be something Paul wants to make sure he communicates. In Philippians 4, the command comes right after he pleads with Euodia and Syntyche to agree. Had they been quarreling? Might continual rejoicing make for a less contentious life? In 1 Thessalonians 5, it comes immediately after an exhortation to be kind to each other and to everyone else.
The last thing I want to write here before I go swimming is that Philippians 4:8 (which tells us to dwell upon whatever is true, honorable, pure, lovely etc.) and 1 Thessalonians 5:23 (May God himself... sanctify you through and through) probably are helpful to us as we try to carry out that command to rejoice. I'll think about that. Time for a swim now!