The worst is when you want to recover your losses. When you are in a bad luck and are not having fun anymore, just give it a break. Withdrawal your money, accept your loss and come back some other day to have more fun.
Don't try to get back the money you lost, or you will end up losing more (probably)
Well, in most cases the people behave opposite to this. When they lose a game in gambling, they eagerly wanted to cover the loss. So they bring more money in gambling with the hope that this time they will win and their loses will be recovered, but then again it does not happen and they again lose. If this happens repeatedly, one can lose a big amount of money in gambling.