For example, I just gambled 1.6 on 50% but it got double spended.
And thus it has become an invalid bet. SatoshiDICE only guarantees the payouts it makes will confirm if your wager confirms as well. So your bet to them ended up being invalid.
I won and got 3.2 btc back, but that transactions is also double spended.
Yup, that will never confirm if it ended up being a double spend.
Why is this?
Somewhere you got paid some funds, and then your client let you spend those funds.
There's a tradeoff. Should a client restrict you to being able to spend a transaction only after it has confirmed? Most people want the freedom to transact however they please, and that includes spending funds just received even though there are no confirmations. That's because they generally can trust the party that sent them the payment being spent to not ever try and pull a double spend against them.
So you need to look at who sent you a payment that ended up being a double spend. Odds are that it was SatoshiDICE that did that to you. They could remedy this because when they need to draw from their own wallet for a payout they could do coin control to include only funds which have six or more confirmations. For whatever reason it appears they aren't doing this and instead are paying out with funds that have no confirmations or maybe one confirmation even and end up getting double spent.
And what does it mean? Will it recieve confirms and the double spend will go away or what?
If you have a wager that confirms but the payout included a double spend, it may take a while (e.g. a day or so) for SatoshiDICE to send out another payout to you. But an external audit of SatoshiDICE using just the data in the blockchain (plus their list of secrets) will reveal any payouts that still haven't completed so to-date in nearly a year since SatoshiDICE's launched there has not been a single payout that hasn't been properly made except for possibly the most recent wagers (e.g., last couple days at the worst) which SatoshiDICE ends up fixing at some point.
But your later bets that included that bogus payout are bogus bets as well.
Using a client that better protects from this (by requiring one confirmation before a coin can be spent), such as Bitcoin-Qt, might be a better approach for you. (Of course, not gambling with your coins is another remedy.)