+1. When you get emotionally involved having a "cool headed" person assessing & reviewing your behaviour and decisions is really useful in gambling as well as in normal RL situation. However, if this could not be possible, an alternative is to set your own maximum win & maximum loss and enforce them by yourself. 
I would echo that. Setting goals of what you want to win (your win maximum) and what you are willing to lose (max loss) are the way to go. If you don't have enough self control, having a third party to slap you around and make you stop is helpful.
