When in DKA, you are insulin resistant. So in a way, yes you are rejecting insulin.
You're Dr. will help you manage that situation, you should always call your Dr immediate when you discover keytones in your urine. If they are not available it's best to go to the emergency.
It's a serious condition and should be treated as such.
NO! Your body needs the insulin so you can get better. Your pancreas can no longer produce insulin on it's own so you need it to survive.