Can anyone tell me the title of the poem that contains a line similar
to " Remember my boy, you have already won the lottery of life - you
were born an Englishman".

Although this quote is occasionally attributed to Rudyard Kipling,
most sources agree that its true originator was Cecil Rhodes (as in
"Rhodes Scholarship" and "Rhodesia.") Here's an excerpt from one of
the many websites citing Rhodes:

"The British Empire hero, Cecil Rhodes, founder of Rhodesia, is
recorded as saying: 'To be born an Englishman is to win first prize in
the lottery of life.' The sentiment appropriate to an age when Queen
Victoria was Empress to a third of the world's people is today
laughable against the might of the USA and the economic riches of
Germany or Japan."

http://www.club-king.com/luck/luck-7.html

While Kipling would probably have endorsed the sentiment, the bulk of
the evidence points to Rhodes as the source.