The concept of prayer can be a challenge for some believers.  We pray and sometimes it feels like God doesn't hear us, or worse, doesn't answer us for some reason.  The best way I have heard prayer described is like this:
Our lives are like a ship, heading in the wrong direction full steam ahead.  And then we utter a prayer, and start praying for something specific to happen in our lives.  And the ship, our lives, don't just lift out of the water, turn 180 degrees and suddenly head in the right direction.  No, when we pray, it’s like the Captain (the Lord) taking ahold of the wheel and turning the ship around.  It takes time for the ship to slow down and turn completely around.  It takes time for the ship to make up the ground that it lost while going in the wrong direction.  But guess what?  We pray to a God that redeems time!  So, while the ship is being turned around, pray that the Lord redeems your lost time.  Pray that He makes up for lost ground.  And pray prayers that change your life.