Definitely not. Being a gambler is nothing to be ashamed of. I am playing with my own money. I am not stealing the money from anyone or taking a loan from the bank. So as far as I am concerned, there is nothing to be shameful about being a gambler, unless the activity is banned in your country.
Exactly,
I know of people who use Gambling to deal with stress, They use Gambling to preoccupy themselves at times of stress.
Some do Gambling because they are Bored, Whereas some do Gambling to get over Depression or Ecapism, While others just have a Habit to Gamble.
There's nothing to be ashamed of if you are a Gambler, Its a leisure for some and a way to get over above stated things for the others.
If you want to get over this addiction, then, whenever you feel the urge to gamble immediately do something that takes your mind of things.