The psalmist continues his ode to the Word of God with the fifth letter of the Hebrew Aleph-Bet: Hey.
Read Psalm 119:33-40
Hey is for "Behold" or "see", "look here".
This Hebrew word is used for emphasis to call attention to something, i.e. a detail or an idea (Dictionary of Biblical Languages with Semantic Domains: Hebrew). I've noticed that many translations don't always include this word. The NIV often leaves it out, but the ESV, which is a more literal translation, includes it in the text.
In this case, the psalmist is calling for God's attention to himself:
Behold, I long for your precepts;
in your righteousness give me life!
Psalm 119:40 (ESV)
Today, it might be translated: Hey, look at me! Over here!
The writer wants God to see his desire to know and understand His way or law. The entire stanza builds up to this call for attention: teach me, give me, lead me, incline my heart, turn my eyes... The psalmist longs for God's attention in his life that he might know His ways better and have the life God promises.
Is this an effective strategy? Well, yes.
For the eyes of the Lord range throughout the earth to strengthen those whose hearts are fully committed to him.
2Chronicles 16:9 (NIV)
God wants to strenghten those who yearn to know His ways.
Show God that you desire His word through prayer:
Ask God to teach you. He will.
Ask God to give you understanding. He will.
Ask God to change the inclinations of your heart. He will.
Ask God to turn your eyes from worthless things. He will.
Show God that you desire His word through obedience:
Read the Bible.
Act on what you know, be faithful with the little understanding you do have.
Recognize and reject the natural bent of your heart when it is in conflict with what you know of God's Word.
Close your eyes to worthless things by being discerning in what you watch on TV, the movies you go see, and the books or magazines you read.
Show God through your prayer life and obedience that you long for His Word and His Way. Give God something to behold in your life and see what kind of attention you get.
After all, Jesus said:
"Ask and it will be given to you; seek and you will find;
knock and the door will be opened to you."