I actually remember learning about this at university. People gamble and when they win, the frontal lobe produces hormones that are almost like a drug. This is the reason why people gamble. It's not an obsessive behavior. Casino know this and use it to their advantage.
Oh, if this is true, then probably when we enter a gambling house, or even a gambling site, they let us win "beginners luck" but really, they are just luring us..