Not once at poker. I stick to very strict bankroll management. I used to deal with trading and completely destroyed a small account several times. The mistake: The risk per transaction was too high. The lesson I learned: I do not risk more than 0.2% of my bankroll per tournament in poker.
In addition, I do not risk more than 1 % of the bankroll per day. If I play 3 - 5 tournaments a day and lose, I stop playing. This has the charming advantage of not being frustrated and constantly being on tilt. And if anyone knows about being on tilt or being frustrated, it's ME. Freeroll tournaments do not fall in this category and I can play as many as there are.
It all sounds extremely tight and conservative - for me it worked.