Only spend on the amounts which you can afford to lose and dont go beyond your limit.
It's not easy to do. There are no exact figures about the amount we afford to lose. If we set a $100 bankroll and lose it, there's always a high chance that we will another money on our bankroll to continue our gambling session.
Be responsible enough to stop. That's the only solution not to go beyond our limit.
Depending on the gambler and how involved he is with the game it's not easy, but if he doesn't achieve playing only with what he can afford to lose, he is the only one who is going to suffer the consequences for not putting more effort in controlling himself and managing his bakroll properly.
The amount you can afford losing should be a small percentage of your total assets or a percentage of your monthly/weekly income that won't cause any major negative impacts in your life, in case of loss. Moreover, it must be an amount of money you can recover later, without sacrificing your financial life completely (bankruptcy).
By following basic management and self control rules it's possible to gamble responsibly, having entertainment without headaches on long run.