Donnie: How does it feel to have a wacko for a son? Rose:It feels wonderful.
The ending is this completely. The worst part is when they show Frank at the end of the "Mad World" montage just sitting there. Implying that, seeing as the other people in said montage remembered Donnie in some way, he's going to skip Halloween to remember someone he never even knew. To top it off, he tried to warn that person and failed. Now imagine how you would feel in his shoes.
This line from Frank.
I'm so sorry Donnie.
This makes sense, as he is one of the manipulated dead (long story), and is apologiesing in advance for killing Gretchen.