GAMBLING'S allure has always been the prospect of fast action and easy money. And with the explosion of legalized gaming in Kentucky and Indiana during the past decade and a half, more and more people are being consumed by it. People like Caleb Cooley, a Pikeville, Ky., accountant who stole from clients and served time for theft. And like Phyllis Kruer, a Georgetown, Ind., real-estate agent who committed suicide. A golf club for which she served as board secretary alleged she embezzled hundreds of thousands of dollars. While both states have received billions of dollars in gambling revenue that has...