Hi Claudiu,
Well done on looking for help. I expect you will have been reading a lot of stories here similar to your own. You will also be reading some success stories – what are they doing that you could apply to your own situation?
What barriers can you put in place? A blocker to stop online gambling? Putting your money in a n account that doesnt have instant access? You gamble when you go to the shops? You are actually deciding to give yourself the opportunity to do that before you leave your house – just carry the money you need for whatever you are plannign to buy. Yes you might still gamble of course but it would have the immediate consequence of you not being able to shop.
Keep posting and let us know what positive steps you are taking.