[Bankuri]

Well, when you have KK and someone flops a small set, you are going to lose a lot of money. Recall in the books where they say you want to be up against AA/KK when your small pp hits a set on the flop? Well, it runs both ways.

Now, as for letting it go on the later streets, I would have to know more about the action and your reads on the opponent. I think it is common to call down as generally the pot is too big to fold, but it really depends.

As for losing 20 BB in an hour? I think we've all done that before. When I get a string of strong flush draws that don't come in I can lose a lot of money in some really big pots. As long as I'm playing those draws properly I'm not terribly concerned. Though I prefer the dead card periods to not give me anything at all rather than expensive non-winning hands.