The Absurdity of Prayer (Psalm 50 (LD 45)

Our catechism moves from the law of God that we obey out of gratitude to teaching us about prayer.  It does seem a bit strange that as Calvinists we would pray and that our confessional documents would have strong language regarding the necessity of prayer.  Why pray if everything is determined?  What can prayer do for us in our Christian life?  Do we pray to change the will of God or do we pray for another reason?