Budget: set it BEFORE you start gambling and stick to it.
Have a break from time to time, it is important to let your brain stop and consider.
Avoid drugs / drink as much as possible, they will make you loose some control innevitably.
Seek help if you feel you are no longer in control. Make a phone call to a friend or go out and speak with someone.
Anything else anyone can think of? Like... read this post before gambling?
Most importantly in the area of taking a break in between the game session to free up your brain, is very important to have that at the back pf your mind, because having your brain congested can lead to a more drastic end most especially in the area of making decisions during the games.
Managing gambling addictions is a personal responsibility and those who already know the danger of addictions, will possibly set mechanisms in place to protect themselves from sliding into addictions.