They don't do it the usual way. Rather, they know when the odds are in their favor (rather than against them) - and that's when they buy tickets... Lots of them (hundreds of thousands of dollars worth).
Then... they cash out, and can make a million bucks or more.
It's not a fantasy. Here's a recent article all about it, from the Boston Globe...
A game with a windfall for a knowing few
http://articles.boston.com/2011-07-3...-state-lottery
(I don't recommend you do this unless you know what you're doing... If you make mistakes, it could cost you, rather than make you money...)
Best wishes,
Dien