Hiya, first off I would suggest that you read this thread from CC:
Bitcoin Wallets and Exchanges
Here is what you need to do, you setup an account with Circle. You link this account (Circle) to your bank account or debit/credit card to buy and sell bitcoins. Then you open a wallet at Electrum (many use Blockchain).
If you want to deposit to a poker site
you buy bitcoins off Circle, you send the bitcoins to your wallet (in my case Electrum) and then you send the bitcoins to your poker site.
For withdrawals you do the reverse; you get the bitcoins from the poker site, you send them to your wallet(Electrum), then you transfer the bitcoins (from Electrum) to your Circle account where you can then sell them for cash (US dollars) and send the money to your bank account.
Btw when you request your money(bitcoins) from your poker site you will need to send them an address, something like this:
(you get this address from your wallet (Electrum) under the receive tab)
One last thing, if you are wondering why we use a bitcoin account(Circle) and a bitcoin wallet (Electrum), it is because you cannot use a bitcoin account for gambling, they will close your account if you try to deposit directly from Circle.
I hope this helps, if you have any questions just send me a private message and I will gladly answer any questions.