James 4:3 (King James Version):
3Ye ask, and receive not, because ye ask amiss, that ye may consume it upon your lusts.
Don't feel so entitled to something that you overlook the most important part of being a christian - building up that relationship with the Lord. It's not a material one, but a spiritual. And one shouldn't feel that walking with God means always asking for "things," and throwing up one's hands, if it doesn't happen. Serving the Lord isn't putting one's focus on him granting material things, but looking up to him towards one's spiritual life, to not become like those "five foolish virgins."
Instead of telling him, "gimme, Lord" ask him to help build up the spiritual man, because that's what he's interested in. The object isn't about him satisfying one's own selfish material lusts. Salvation is about being saved from our lustful nature, to take on his. Otherwise, that door will be "shut in your face," to your own eternal hurt. Instead, seek ye first the Kingdom of God, and then . . . (fill in the rest)! For God will be pleased, and you'll be blessed.