How many times have you said that to yourself? usually we only say this when we've already lost badly. Once we've lost control and a significant amount of money, we regret our actions and promise ourselves we won't gamble again. We tell ourselves we're done gambling to avoid repeating the same mistakes.
The key maybe is to not say it to yourself but to let other people know about it too so that they can offer you support when needed. You can also let gambling prevent you from ever going back. Wanting to quit gambling will be hard if you are the only one you can betray. But if your family and friends know that you are quitting then you might want to think twice before coming back.
It must come within yourself though, and as far as gambling addicts telling their issues to anyone? As far as I know gambling addicts don't open to others because they think that they still have the control and they don't have any problems. But for some of us, it's better to admit to ourselves and tell that we will quit, or best, at least minimize our gambling so that we won't have financial problem in the end. We should learn to prioritized things and with that, maybe gambling will be last in the list. So again, for me, as in my case, I always tell my self to just stop for now or don't let myself fall for that trap of losing a lot of money.