Set deposit limits to help ensure you never bet more than you can afford. Gamble within your weekly entertainment budget, not with your phone bill or rent budget. Don't ever gamble more than you can afford to lose.
When gambling becomes your only form of entertainment, it's unlikely that you're still just gambling for the fun of it, and your gambling may even be a problem. Make sure gambling isn't your only pastime.
If you lose your set money limit and then try to win some of it back before you leave, then you haven't really set a money limit. Chasing your losses will usually just lead to bigger and bigger losses.