Here is another passage that I often hear quoted: "You do not have because you do not ask God". I say that I have heard it often but, thinking about it, I have to confess that I do too little to respond to the challenge of the verse.
It so happened that this morning I was reading from 1 Chron 4 as well as James 4. In the middle of the long genealogy that is found in that chapter, there are two verses of narrative that stand out - v9-10 "Jabez was more honorable than his brothers. His mother had named him Jabez, saying, 'I gave birth to him in pain.' Jabez cried out to the God of Israel, 'Oh, that you would bless me and enlarge my territory! Let your hand be with me, and keep me from harm so that I will be free from pain.' And God granted his request." Here was Jabez, born with the name 'pain'! Can you imagine it ... all through your life being called 'what a pain!' What an awful burden in life. Yet, in reality we are all born under the same curse, because in Genesis we see that at the fall the woman was told that she would suffer pain in child-birth and Adam would be subject to painful toil all his life. Thus, Jabez merely had an obvious label to point out the condition we are all born into because of the fall. But Jabez understood that He had a God who was able to free him from the curse, and so looked to God who answered him. He could have looked elsewhere for happiness, but knew that true contentment could only come from God. He could have looked elsewhere for blessing, but knew that the only blessing that would address his great needs was in God. Only in God is there an answer to the curse of sin, and only in God is there an answer to our needs, whether small or large. There is much more that could be said about Jabez, and you can read more from a much more capable preacher here.
However, although I really need to apply both James 4v2 and 1 Chron 4v9-10 personally, what I noticed this time was the context of the promise found in James 4v2. In the earlier verses God challenges His people - they are quarreling and fighting because they want things that others have but do not have these things themselves. There were two things wrong - a covetous heart that was not content with all God had given, and a failure to understand that He is able to supply all our needs. These both actually boil down to the same issue - a failure to understand that all we have comes from Him, who gives generously according to His own purposes for us. The problem is that we continually look elsewhere for the things we desire, when we should be looking to Him. Furthermore, v3 tells us that even when we do ask, we do so with wrong motives ... we seek what we desire for our own use or pleasure and fail to seek what He desires us to have for His glory; "for where your treasure is, there will your heart be also" (Matt 6v21).
And so, I was challenged about two things today from James 4v2: How I need to learn to pray more for things rather than seek to find these things by myself, and how I need to have a heart that desires Him and His glory, so that the things I ask of Him are the very things that He longs to give. I have to get both of these right - desiring Him means that I will pray in His will for the things He desires for me. And there is a bonus: in getting this right I will also realise the promise in v7-8: "Submit yourselves, then, to God. Resist the devil and he will flee from you. Come near to God and He will come near to you.".