I cannot speak for other people, but I am a very disciplined gambler. I have a weekly "entertainment" budget for gambling, so I make sure that I pay all my expenses first and then allow for a small portion of my remaining budget to go towards "gambling".
The problems start when you start to dive into the budget for the other things for which you have to pay for.... and when you use that for gambling. I hope other people will follow the same strategy to prevent "gambling addiction" problems.