I dont know how others do it but mine is simple. I am not addicted to gambling so I follow every rules diligently. Although sometimes we tend to be ignorance of some rules because of greed. Whenever I lose, am not happy I lost, but it does not get to me. Ill just forget about it because the money I lost was already forgotten the moment I decided to gamble. This is how every gambler should react towards losses.
Losing certainly won't come with a good feeling and most gamblers are not able to process such emotions because they are not mature enough mentally... It's normal to feel unhappy when you lose but just like you said, you don't allow those feelings to get to you... it's the responsibility of the gambler to suppress those negative emotions otherwise it can propel the gambler to start chasing losses.