You cannot lose, but you can quit. It is as simple as that.
2 Chronicles 15:7 New International Version (NIV)
7 But as for you, be strong and do not give up, for your work will be rewarded.”
Christ has already paid the price for your sin. Therefore, you have already won. You just need to accept that Christ is your Lord and Savior, that He is the Son of God, that He died for your sins, that He was risen on the third day, and not sits at the right hand of God.
Now the path is not a quick one, but nothing worth wanting ever is. God will mold you if you allow Him too, but He will do it at His pace, not yours.
The problem is that we get impatient and do not understand why God is taking so long. We fail to realize or remember that God works according to His schedule.
2 Peter 3:8 New International Version (NIV)
8 But do not forget this one thing, dear friends: With the Lord a day is like a thousand years, and a thousand years are like a day.
All I can say is be patient with the Lord for He certainly is patient with you. Learn to trust the Lord and understand that His ways are not our ways. Learn to pray and ask God for help when you are struggling with His timing.