Please don't look at it as a failure, it only makes you feel worse and you don't need that.
I don't know the full in's and out's of them but have you thought of getting an ICA account? I don't think you can take money out of them, well only a certain amount every month or so... maybe it could help you save and not spend it on things you don't necessarily need.
Also... instead of indulging in junk food and things you don't really need, try making a list of things you can do instead that don't cost you and try and do those things?
Or maybe write a list of 'needs' 'could do withs' 'would likes'... try and stick to this list and buy the things in your need list first, then things that you could do with (but could cope without) and then every so often treat yourself?
Just some ideas.

Go easy on yourself, you haven't failed.
Molly