the fun in gambling is losing money...
but if you win thats better:)
Loosing money is not fun but if you win thats better:)
but if you keep on playing just to chase what you've lost already then you are having fun loosing them. Yes it's more better if you are winning in game you place bet but sometimes we greedy that much to lose everything in gambling site. But there an exception the fact is your not there just to win profits. 
Lossing money is not fun in any way and all people would really feel that. Money is important to us but if you are just using it for entertainment then you would not be worry at all because you are already awared that your money would be gone in doing such thing.