That man should not think he will receive anything from the Lord;This is one of the reason's why I love the book of James. He gets right to the point. The person who does not have faith, should not expect to get anything from the Lord. That is very blunt, but it is a reality.
The challenge with a verse like this is to apply it to your own life. Because if you do have faith (which you can't be a Christian without it) then you should be expecting things from the Lord.
What are you asking for from Him? Where is your heart when you come to Him?