I have read that once there was a saint whose disciple pestered him to make his mother rid of a physical affliction that she was suffering from.
The Saint refused until he could do so no longer, and said: May your mother be healed!
And so, it happened. Another disciple wondered why the saint, if he had so much power, did not remove all the misery from the world. The saint replied that in this case, he could not really remove the affliction, he could only postpone it for another time or another life!
I believe that 'hard times' come not to punish but to teach.
Have you read: Many Lives Many Masters? If not you should!
My way of praying, is to ask for forgiveness and for the ability to learn the lesson from the painful experience as soon as possible!
And yes! The attitude of Gratitude is most effective!
If you like to know more about the Karma Theory, Click:
http://dalsabzi.com/enlight_info/law_of_karma.htm