Of course, it will be dangerous when one get addicted to gambling but addiction can only occur when a gambler don't have a limitation to their gambling habit. In reference to what the OP said; whenever I lose and feel the urge to play again, I caution myself immediately cause that urge might lead me to loss when I pay attention to that urge and play that instant. So the main secret of not  getting addicted is to limit your gambling urges.