Set a budget
You need to decide how much money you can afford to lose. Bring only this amount of money to casino. Remember to leave your credit and debit cards at home which you can use as collateral. You do not want to be tempted to play more.
Pick a game with small bet and you know well
You need to choose a game which you know very well and which has small amount of bet. Your main aim in casino should be to have fun rather than to make money. For roulette you can pick a $5 table and bet on red/black or odd/even which has high chance of winning. Blackjack also has better odds of winning.
Put a cap on your losses
You need to restrict your losses. In case you lose all your money, you should refrain from getting more money. By this you will set a limit on your losses.
Stick with the game you have chosen
When the game starts, you should stick to it until it is finished. You need to continue playing it till end as you do not want to leave your money like this. Remember that gambling is a game of patience and chance. Whether you think the game you have chose is not the right one, you need to continue playing unless you have plenty of money to give away.