I am not a psychologist, but I've seen some interesting articles on how self-control is a semi-finite resource. The article linked to below was particularly interesting, as it even had a mechanism. Specifically, the participants' self-control was lowered when their glucose level was low and their glucose level dropped when they used their self-control

http://psycnet.apa.org/journals/psp/92/2/325/

Thus, the cold shower might not just be followed with donuts for lunch, but the lunch donuts may be necessary to skip having heroin for dinner.

To re-iterate, I'm not a psychologist, so take all of this with a grain of salt.