Why it's so hard to stop doing bad things???

Hey everybody,
Huge step backward this month. Why it's so hard to stop doing things, which you know are destructive to you? I struggle with two things in my live very much, first one is smoking and second one is going in-play after few bigger losses then trading. I am disgusted by these two and dream about stop doing them, but I am failing... I know my life would become a lot more easier healthier and richer if I can achieve it. Any comments about any  experience in these areas are very very welcome. 
I know a trigger for that my in play problem, after few bigger losses(spikes) in the market(especially in the hard days)  I just can't accept it, even I know that it will gonna be destructive and more painful, but I just do it. So I am forced to keep my trading bank low, I can't trust myself, I can't afford to build it bigger to blow it... What I am afraid of that the same thing gonna happen in the future forex trading too, I will just put too big position size, turn of any stop losses and will be gonna watching a destruction.
Similar thing with my smoking ... I read books, hypnotized myself, was asking  help in Allen Carr's Easy Way  clinic, tried some medicine, spend lots of money on various "help" stuff. I want, but it seems I can't. I swear myself to stop hundreds times, however only for only few hours to few days and I am smoking more and more... Probably I hate this more than going to in play to give back so hard earned money for free.
Well in this month I got in the in play 5 times, 4 was a big loosers, and one saved me some money... Complete nonsense that I am still doing this ... Here is October PL

In this month I traded lot less markets in the betfair, was trying to concentrate more in forex trading(learning). Still reading that hardcore book about price action(very very hard slow reading, but tons of good info there), what I mentioned in the last post. Watching charts in the real time and playing with demo account. One day I managed to make from 5k to 35k :D but without any money management, just wanted to watch huge play money amounts. Still my win ratio looks bad, about 40-60% in the different days. My objective is to reach 70%, triple demo account with money management and then I will gonna put some real money. However still tons of learning must be done.
Well, I need to get some optimism and get back on the right path... Good luck and profitable trading.