When you pray, think of things you want to say to God. Jesus was asked by his disciples how they should pray, and He said "When you pray, say: Father, hallowed be your name, your kingdom come. Give us each day our daily bread. Forgive us our sins, for we also forgive everyone who sins against us, And lead us not into temptation." Luke 11:2
 

This outlines the parts of prayer, and our prayers should include these main points:

• Praise God, and thank God for His blessings on you.
• Ask for what we need - not selfishly.
• Ask Him to forgive us our sins, and admit we've sinned - you can specifically list ones that trouble you.
• Forgive others, bless those who we are close to and others in need.
• Ask God to help us know and follow God's path.
• End with something like "If this is Your Will, then let it be so. In Jesus' name I pray, 
• Amen.

If you use these points in talking to God, you should find peace and feel better. Pray with a selfless attitude, not an "I want" attitude. Ask for your needs, and don't be selfish.