Moeee,
A couple of practical ideas that I have found useful.
1. If you're in a vicious circle of depression, betting, losing, more depression then you need to break the circuit. In my case, as a youngster, I was spending a lot of time at the TAB (they had only just started up) and I got a job where I couldn't even get radio reception let alone put a bet on. Drastic but it broke the circuit.
2. Keep a record of all your bets, losses and winnings. It's really easy if you are betting through an Internet account. I use a spreadsheet to keep a record.
Most punters will tell you they are up or square over a period of years - most punters lie because they don't know, and if they did, they would not bet as much. When I started adding up all the bits & pieces $10 here, $20 there, I was amazed not only at the amount I had lost but the silly bets I put on. I bet smarter now.
3. Finally, put your bets on early and walk away - go do something useful. Come back and check when the tracks are shut. Sitting in front of a live broadcast with your Net account open is like a glutton sitting in the pantry. Don't make it hard for yourself.
Cheers.