Rob Cockerham of Cockeyed.com created the "incredibly depressing Mega Millions Lottery simulator." He says, "You'll be able to try the same numbers over and over, simulating playing twice a week for a year or 10. You'll never win."
In the 191,904 times this simulation has run, players have won $19,126. And by won I mean they have won back $19,126 of the $191,904 they spent (9%).
I played 1040 games of Mega Millions. I spent $1040. I won $117.