Setting up a limit and having a control to yourself is different. Most of the gambling addicts I know always told me that they have ways of controlling themselves and that is by setting up a limit but it don't happen since they are still addicts.

They are setting up a limit, yes but whenever they are in the verge of losing they are breaking the limit and using whatever they have on them, the worst sometimes they still borrow money in the same gambling place. Controlling your self is the most effective way of staying out of gambling. I do understand that it is hard but always remember that it is far more harder than to gamble everyday losing everything that is not even yours.