[Scott Y.]

This is a common psychological problem even for people who understand the gambler's fallacy. This used to happen to me moving up limits (it's usually a function of bankroll - not that you're underrolled, just not grossly overrolled).

If you can't overcome your desire to "protect" a win, you need to stop playing. This is tilt. That said, you need to overcome this issue if you're going to become a successful gambler. Barry Greenstein's (excellent) book talks about the importance of eschewing small wins (i.e. just to book a win) and going for a "huge score." It's more than "play for hours, not results" - thoses times you win big you are more likely to have a large-edge situation at the table. These do not last forever. This is especially true in shorthanded games.