I've gambled before and have lost too, so I understand. But I've learned to set limits, both on how much to lose as well as how much to win... People tend to set a limit on how much they are willing to lose but don't set a limit for how much they'll win. And so usually what happens is that a person may start out on a winning streak and keeps playing. Then their luck turns and they start losing more than they're winning. and Eventually they end up hitting their losing limit and leave the casino in the hole. If, on the other hand, they had set an upper limit as well, they'd have left earlier, but would have made money instead of losing it.
So for example, I'll set a $100 limit as how much I'm willing to lose (figuring that I'd spend that if I went out for dinner, a movie, and a few cocktails afterwards... think of losing money is equal to spending money on entertainment), so I "buy" $100 in chips, and that is the last time I pull any money out of my wallet (sometimes I'll even lock my wallet in my car so that I'm not tempted to use the ATM, etc.). Then I set my upper limit as twice that, so I also quit once I've reached $200 in chips (although this is more of a "soft" limit.. I'll explain next). Basically with having the upper limit, this is more of a guide as to when I should start thinking of quitting... Once I've made over $200, I'll cash out $100 and put that in my wallet and play with the remaining $100. And when that chip count gets to $200, I'll again cash-out $100 and play with the remaining $100, and the process repeats again. By doing this, I'll make sure that when my luck turns unlucky, I'll still leave with a profit (or at worst, break even). I may also use the upper limit such that once I've passed it, if I lose 3 times in a row, my luck has changed, so I quit. Usually I'll do this the first time I pass the upper limit (so that I'll stop when I have a profit instead of just breaking even), and then if I pass the upper limit again, I just play that $100 all the way through.