The treatment for compulsive gambling is similar to therapies for other forms of addiction. Treatment includes enlightenment of gamblers and their families, group therapy, individual therapy, psychotherapy relapse prevention and budget planning.
At first, you need to understand you have a problem with gambling.
The researches have shown abstinence rates which range from 8  to 55% one year following a treatment programme.

About Gamblers Anonymous
  Gamblers Anonymous is an international organization for addicted people who tell about their experience, strength, help others to recover from a gambling problem and help each other to solve their problems. Seek for GA membership to stop gambling.
Many people turn to Gamblers Anonymous when they feel that gambling has them licked. Also in Gamblers Anonymous, a compulsive gambler is described as a person whose gambling has caused growing and continuing problems in any department of their life.
Many Gamblers Anonymous members had a  terrifying experiences before they were ready to accept help. Other ones were faced with a slow, subtle deterioration which finally brought them to the point of admitting defeat.
People usually made a name for themselves as  full-grown gamblers by the time they turned to Gamblers Anonymous. They usually keep secret their gambling.
Successful recovery from compulsive gambling depends on the following positions:
1. The level of the despair that the member feels when he arrives. Susceptibility to the GA program of recovery is often proportional to the desperation being experienced by the new members. The GA methods are more suitable for those who tried other methods of stopping or controlling the gambling before and were unsuccessful.
2. A preparedness to be honest about the gambling with other members. The compulsive gambler has a tendency to underestimate the harm that gambling has caused. This is a strategy that all gamblers live with their problem, as often the real implications of what they are doing are rather horrible to contemplate. But if a member can be honest about the pain that their gambling is actually creating, their motivation will be increased to find a solution. Such honesty is possible if the member senses that GA really offers a way out.
  3. Authentication with other members. In the GA members tell their stories about their gambling and what they have done to quit gambling. It is possible to see all the stories about this disease and methods used to stop gambling. The new member can draw the conclusion that if those members have overcome their gambling problem, he/she will be able too. Hope for oneself is felt and this energy can be used to pursue the solution. On the other hand, those who are looking for some hints how to gamble normally or trying to think through personal solutions to outwit their gambling, will hear the stories and in such way justify their own continuing gambling.
4. Agree with a meaning that the solution has a spiritual component and a willingness to explore the solution in that context. The addictive gambling is very strong habit. The gamblers usually find themselves acting against their best intentions and are befogged by his seemingly powerlessness just not to gamble. The coercion to do so is experienced as a powerful urge and seems to have a life of its own within the gambler's mind. The gamblers often use their will-power to control his compulsive gambling but is ultimately always unsuccessful. The GA programs acknowledge their power and admits that it cannot be controlled by the individual. What can be done for the gambler is to acquire a stronger, competing power in order to supersede the power of gambling. The GA program consists of twelve steps. This program doesn't offer the traditional religious solution that one might associate with such discussion but, rather, asks that the individual formulate a personal spirituality that might or might not include traditional religious components. With all successful GA members, on some level, they have found a source of strength beyond their own unaided wills that has enabled them to stop gambling.