Immigration Law Questions? Ask an Immigration Lawyer.
The most likely reason they denied the visa is because you could not prove that you had non-immigrant intent, which is required for issuance of the visitor visa.
Are you trying to come back with a visitor visa? Or are you trying to come back permanently?
OK, well the first problem is, you should not have challenged the visa officer. They can deny you a visa just because they feel like it. That is their job. It is your job to prove that you deserve it, not their job to prove that you do not. So when you tell them "Bill Clinton did it," like it should not be a big deal, they will get upset and deny you.
When you received the denial, did you get a piece of paper for that?