I don't have this problem (I don't think I ever did, but I don't really remember way back in the beginning), but it is very, very, VERY common. It an interesting phenomenon with new players. I think they have their lucky hit, and then in their head, they think that will parlay THAT lucky hit into another one, and then THAT into another and so on... until eventually they go broke. A slow and steady approach is much less risky (there is no need to ever loss your entire roll if you are a winning player), but I suspect that doesn't have the same "thrill" for the gambling types.
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