When we pray we are fulfilling a mitzvah. Therefore, just as a person has great concentration when fulfilling the mitzvah of shaking a Lulav and Esrog, a person should work on having great concentration when praying. Even if our prayers are not answered, we still receive a tremendous reward. So even if it seems like G-d is not answering us, another “mitzvah point” is added to our account, and the more concentration one has, the greater the mitzvah is.