They have been conditioned all their lives to try again if something does not work. These people, unfortunately have never been told or felt like it is ok to lose sometimes. That losing does not mean you are any less adequate as a person. In order to overcome problem gambling one has to learn that losing is ok sometimes. The battles may be the individual gambling sessions, but the war is self control.
Real winners know how to deal with losses and wins.
To win the war p.gamblers need to quite and realize that by quiting they have truely won the game. It is not concieveable that all p.gamblers will realize that the battle is not how much money they can win, but that the battle is if they know how to accept failure or loss. If just one person realizes the root of the problem I will have spent my time wisely. Many people might question the basis for my assertions. I can assure you that my assertions have come by living through them.