Five years ago I won $400 playing craps. When I got home I put it in a separate bank account and I've been playing with it ever since. I had it up to $1,800 at on point, but now it's down to $800. That's why I started switching to poker. When I win I dont spend it, i put it back in the account. The profit comes from the comps.
Understand the principles of "Gamblers Ruin", it's a math formula that calculate the probability of winning X dollars before losing Y dollars, and it is proven by the casinos experience. 80% of the people who go to a casino are UP 20% of their bankroll at any one time in the evening. 90% of them give it back to the casino and rest of every they came with.
In gambling terms It's called establishing "win goals and lost limits". The most effective win goal is to look to stop playing when you are "UP" 25% of what you are willing lose. So if you are gambling with $200, and you find yourself ahead $60, you make one $10 bet, if it wins you keep playing with that money until that is gone or you win another $30 or so, then it's the same plan. If it loses you stop. Take a break, play again later.
Take your bankroll and divide it up into evenings, $1,500 gives you five evenings of $300 each. Look at it as if you are fighting five battles to win a war, some wins, some looses at the end of the week you tally up what you got and put it back into it's separate account.
I did not make up these principles, they can be found in most books written by gambling experts.
Also I segregate my money according to expenses and income. Play money comes from a part time job. Vacation money comes from my regular income, gambling money comes from ...see above. That's why I'm willing to spend a couple of K on the girls, but I eat in a timeshare instead of staying on the strip and going to fancy restaurants.
Good luck