"Help, I need somebody..."

Have you ever wanted something you couldn't have? Like a little kid looking into a store window and seeing something he/she really likes; but its the most expensive thing there. Well, I get this problem ALL THE TIME!!!! (Not saying my problem is a menial toy...) I just wish I could get rid of it, especially when it comes to the things that are outrageously out of reach. People always tell me to get over it and move on, but there are some cases when I can't. And I find myself in a worse situation then I started out in. What am I supposed to do? I really need some guidance! but the people I trust the most to help me out in tough times are hundreds/thousands of miles away. Is praying about stuff like this a bad thing? I just need to know what to do, I'm scared of making the wrong decision and wondering what my life would have been like if I'd chosen differently.