I wouldn't do it...
I used to work for a company that made video slot machines, and while states that allow gambling have VERY stringent compliance regulations for every link in the chain from game manufacturers to the distributors, to the casinos, online gaming has virtually no safeguards for the players.
I haven't done much recent research on online gambling, but when it started, they were all run by offshore operators that were immune to the regulations that have been put in place to protect the gamblers.
If you want to gamble, go to Nevada, Atlantic City, or an Indian Casino... you'll be protected by all the gaming commission regulations, and you can go to a buffet when you run out of money.
