http://blockchain.info/tx/33bce9a9251505167fa398acd402267997ba460b1e060194831006299d1ad3fb
I send some low amount of BTC to this address: http://blockchain.info/de/address/194Mr3uhK6Dq9cvU6tjvGZCLtiTftk4Hxd
But unfortunately, it does not get confirmed.
What happens to unconfirmed transactions?
Will they be cancelled after a certain amount of time? Will I get my BTC back?
Your transaction to 1QfhUBWQ7dqfJECPnAuBjt7jcX9FBaox4 confirmed, but the transaction to SDice did not (and will not). It will eventually be ejected from the block queue, and that'll be that.
Tx in OP is now confirmed. For faster confirmations, add a larger fee (.0005 is usually the minimum for relatively quick inclusion, .001 in some instances -- if the transaction's important, .01 is still a pretty cheap fee for inclusion in the next block) and make sure you're connected to many nodes.