When you set up a coinbase account and want to move your bitcoins to a gambling site or vice versa.
1. Create a desktop wallet on your computer. I use Multibit.
2. Send your bitcoins from coinbase to your desktop wallet
3. Then from your desktop wallet to the gambling site. Withdraw your winnings
from the gambling site and send them to your desktop wallet, then back to coinbase.
That way coinbase sees the deposit from your desktop wallet rather than your gambling site wallet.