Gambling addiction is a serious problem that many people have deal with.
If you lose money while gambling, you need to accept that the money is gone and move on. For whatever reason, most gamblers tend to think that the law of probability is on their side and that they can win the money back. You have to remember that the odds are always the same (with the exception of certain games, like Blackjack), so you don't have any better chance of winning than before.
Investing more money into the game to try and win your money back is called "chasing losses" and it's a bad idea. This is one of the earliest forms of gambling addiction, so try to recognize and stop it before it becomes a serious problem.