Self-exclusion, or voluntary exclusion, happens when you ask a casino operator to exclude you from gambling with them for a set period of time (anything from six months up to five years), as a proactive means to address problem gambling. In practice, once you have self-excluded, you will then be refused service and prevented from gambling with that casino. Note that this process is available at all casinos – land- or web-based, and is completely voluntary. While the casino will do what they can to help you, the onus always rests on you to take responsibility for your gambling problem.
If you have difficulty staying away from one or more gambling sites, and you notice that your gambling habits are becoming problematic and destructive, then self-exclusion can help as a preventive measure, while you seek professional help.