Prayer changes things, but it does not change God for God is unchangeable. Its about a desire to conform our will to the will of the father. Its more than just words we speak, its about actions we do, and putting his glory above our own. "There is no life in the things we do, but the things we do are brought to life when done for his glory in the place of our own."(Unknown)
In Matthew chapter 6 it says that "Your Father knows what you need before you ask him..." He knows that what we truly need is a changed heart. Its so vital to all these things, we cannot truly pray without a heart that longs for God, we can't live the abundant life the bible talks about unless we have a heart that has been changed. Our hearts are evil, and wicked. Read much of the old testament and you will see how wicked we truly are. Jeremiah talks about it, as do most of the prophets and the stories of the nation of Israel points to a rebellious people, and they were the chosen of God!
A poignant example is found in Ezekiel 36. God knows that we need a new heart and therefore says " For I will take you out of the nations; I will gather you from all the countries and bring you back into your own land. I will sprinkle clean water on you, and you will be clean; I will cleanse you from all your impurities and from all your idols. I will give you a new heart and put a new spirit in you; I will remove from you your heart of stone and give you a heart of flesh. And I will put my spirit in you and move you to follow my decrees and be careful to keep my laws..."(24-27)
Talking about hearts, I was reading about Solomon in 2 chronicles 1 today and how God granted him the wisdom that he prayed for because it was his hearts desire. We see in Psalms that God gives us the desires of our hearts under the condition that we delight ourselves in the Lord. I remember in Sunday school as a kid hearing the story of Solomon and thinking that I would definitely ask for wisdom because then I could have it all, if you remember the story, Solomon asked for wisdom and God gave him that plus riches and fame. I wanted the riches and fame, the things of the world that I thought were so important, I thought wow--Bonus! I could be smart and rich and famous. In my naivete I thought I could trick God. I always took (sometimes I still do) the verse out of context about him giving us the desires of our hearts. Its not about what we want but its about God placing in us, his will for us. Looking back I can see that my motives were wrong, I didn't want God, I wanted the world, and that's where God changes the heart. To help us see that without him, we are dead, in all things.