You must stop when your limit is not enough again to play, and you must setup limit to play gambling.
If you setup the limit, it can help you to lose more money, and you must control your emotional to play gambling.
It is so easy to said but it is hard to do. Setting up a limit is so easy, but fighting the urge to continue playing if you already reached your limit is sometimes a difficult thing to do, especially if we have this mindset that we are going to win if we are going to continue, believe me, it is not that easy. The loses that you have had in gambling is enough for you to stop it, if you are going to be wise.
It's easier for some people than for other people, there are players that can exercise enough self control, which makes it able for them to manage a bankroll and not go over their limits.
If it's really that hard for you to fight the urge to gamble, even when you've already gone over your limits, you're definitely addicted and need to quit gambling completely.
But like I said, not everyone has a tendency to get addicted in the first place, a lot of people will never let it come to that.