needs to be a desktop wallet ideally. sites like polo and bittrex send the payments from there cold wallets usual which means if someone wins instead of going to their deposit address it will get sent to the cold wallet instead.
Alternatively you can create an online wallet without the need of downloading any files.
https://wallet.burst-team.us/
just make sure you note the passphrase you use down. you can either click current user and create your own passphrase or new user and let the password generator make one for you