Winning? Winning at what? What games are the two of you playing?
I don't think you can prevent her from winning unless she cheats. And if that's the case, I'd suggest you just inform her that you won't play with her any more until she stops cheating and plays by the rules.
Or did you mean whining?
If your sister is an habitual whiner, then your parents should take it upon themselves to address that issue.
If the two of you are adults and her childhood habit has carried over into adulthood, I suggest you stop responding to her whining. When it happens, calmly inform her that you are hearing whiny tones in her voice and that you will terminate the conversation if it doesn't stop. Then do it.
Repeat as necessary.