Hi Aldo,
As I understand addiction, it's a none or all proposition. Having just read through this thread, my belief in that premise is strengthened. Whether you're talking about booze, nicotine, heroin or gambling, one is too many; a million will never be enough.
I always had a difficult time understanding non-substance based addictions like gambling, because I didn't understand the chemical basis for them, which is so clear in other addictions. However, I've talked to people who are more educated than me on this stuff, and I've been convinced that certain intense stimuli -- for instance, winning a jackpot -- produce reactions in the brain that involving dopamine and seratonin (natural brain chemicals related to pleasure and pleasure's opposite, like depression and anxiety). That the release/inhibition of these chemicals gets tied to the addictive behavior, so that the only way that an addict can experience relief from having not enough/too much (please excuse the lack of specifics) is to pursue the activity.
Google gambling addiction seratonin dopamine, and you'll find a whole slew of literature on this.
The only way to get away from this destructive chemical cycle is to break the cycle completely. The dependency is never gone; it only requires one sit-down at the machine or one purchase of a lottery ticket to reestablish the cycle.
My advice to you is to do the research on the internet. Seek to understand the real physical reasons why you are compulsively pulled to gambling (like the proverbial moth to the flame), and in understanding them, to understand the straightforward path away from it; complete abstinence.
While abstinence is frightening, as with all such things, it's a one day at a time proposition. Each of those days is made easier with a support group who knows what you've been through, and what you're going through. I'd see if there's a more specific gambling addiction support group with people that have been there and done that. Maybe that's GA; maybe it's somewhere online. I'd then commit to them (or here if this is the best available) that you'll never gamble without first giving them the chance to help.
That's all I have for now. Educate yourself, find support, and learn to accept that you can either gamble everything away, or gamble nothing away. There is no in-between. There is no 3 lottery tickets a week; only 3 lottery tickets followed by the power company shutting off your power because those 3 lottery tickets turned into all night sessions at the machines as they always have in the past.
(quick edit): You might read back through this entire thread to see the cycle in action. While your several attempts to stop over the last couple months each failed, the fact that you chronicled them here may be a valuable asset in your understanding of the nature of this beast. All or none; no in-between. Decide why you want "none" (or by extension why you don't want "all"), write down the reasons, and make a decision based on those reasons each time you're confronted with the choice.
-Ted