There is no research-based consensus on whether pathological gambling is also an addiction and not just a problem, and how it could be related to cultural factors. We present a critical review of dominant theories of addiction and propose our own theory based on the concept of images and the theory of agency. We show, using material from a Finnish internet discussion forum comprising 42 discussions with 487 messages, that the criteria proposed for Disordered Gambling in DSM-V correspond to the writers' experiences with the exception of tolerance and craving. The most important experience of agency in gambling is a sense of skill. This may be related to competitive values in contemporary society. In the addicted state, the loss of that sense of agency is painful. As with substance-based addictions, it is experienced as the loss of pleasure and joy from the activity.