Well, you've sort of made a first step to self control already, simply by identifying that you have a problem.
It would be great if you could give an example of at least one thing you have been doing that you know you shouldn't.
In general however, you need to convince your brain to stop. The mind is a powerful thing, and it's yours. Therefore you can infact make it listen to your commands. This is a gradual process. You need to focus on how wrong what ever you're doing is, remind yourself that it's ruining your life, get mad at it. Sooner or later you will be able to resist the temptation.
I understand that it's easier said than done, but the only person that can give you control is you.
Focus on other things in your life, things that you enjoy doing that isn't wrong.
As for seeking professional help, it depends on how serious whatever it is you're doing is. Drugs, alcohol, abuse etc. most defintely require professional help.
The key is to understand that temptation can be overcome, but you have to work on it constantly. You need to be strict and learn to become the strongest you can be.
Good luck, I hope I helped a little. :]
