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?
![Tongue](https://bitcointalk.org/Smileys/default/tongue.gif)
I totally agree with the part of pre-planning a budget before you start your gambling. That is a very responsible way to save yourself from losing all your money. Also, perhaps inviting a friend to hold your budget for you and ask him to not give you any of your money in the case that you should feel like you are starting to lose control. That might also be a smart precaution to take?
![Grin](https://bitcointalk.org/Smileys/default/grin.gif)
Avoiding alcohol intake during gambling might take the fun out of gambling for some people. Its basically part of the entire gambling experience, is it not? Unless of course you have had a drinking problem in the past. If you had an addiction problem In that case it would be better to stay away anything which can be considered addictive. Gambling included.