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.
Only few gamblers that are following their sense of urge that there's a need to stop if they are in this type of situation. A gambler that will use his funds that is allocated mainly to something valuable is totally out of his mind. He do need some medication mentally and needs a psychiatrist to counsel his/her addiction is pushing him far away from himself.