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)
This is a very important point. Everyone is aware of it, but it is very difficult to practise in reality. No one starts a game, expecting to lose. Everyone dream about winning big and therefore when someone has to deal with consecutive losses he becomes incapable of doing rational thinking. Emotions get the better of him, and he forgets his limits.