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.
After a gambler loses, his lack of a mindset to accept the loss leads him to gamble again, where he increases the amount of gambling more than before, they start taking excessive risks, they think that by betting a large amount they will be able to recover all the previous losses very quickly, but this mindset always leads them to more negative results, they keep losing more and more. So you should always to accept defeat, whatever the result, loss or win, you can only win if you can stop yourself at the right time.