Is it alright to allow yourself a treat?

is it ok if every once in a while u have say a chocolate bar, or buy somethin for the pasty shop? will u immediatly put on weight? i'm so fed up of havin to deprive myself of somethin i enjoy that its really startin to affect me, i mean i no its only like a tasty treat or somethin, but because i'm sayin no i cant have it it makes me want to have it even more, plz help, i want to be happy not miserable all the time.