I don't think you can pray "wrong" -- but there are ways to make the practice of prayer more effective.
In 2 recent General Conferences, there were 2 excellent talks given back to back by Elder Bednar of the Quorum of the Twelve. These talks are companions talks that compliment each other and build upon each other:
Ask in Faith
Pray Always
If you incorporate these principles into your life ... you are promised eternal life.