If you're not a religious person, conception is purely a chemical event. But the fact is that if that were true, then scientists would be able to make embryos in the lab. They can't.
Embryologists will tell you that even with intra-cytoplasmic sperm injection, they can't make an embryo grow. Once the sperm is inside the egg, any growth that occurs is just like magic--no one can explain why some grow and some don't.
Non-religious types will say that there is something wrong with the egg or the sperm, and so the embryo won't develop. Religion dictates that only God can make a baby, and I believe that, too.
Which brings me to my point: conception is a miracle every single time, and if you don't believe that, it makes the process of trying for a baby very difficult. If you have no faith in anything greater than yourself, how do you get over the disappointment of not getting pregnant every month when you really want to?
Of course, prayer alone won't get you pregnant. I have known some very religious people who were never able to have their own children, but they tell me that their faith got them through the difficult times. Their faith also helps them understand that God had other plans for their lives. I don't mean that they very happily accepted that at the time, but they grew to accept it and found happiness in their lives anyway with the help of their faith.
What prayer can do for you is help you relax as you let go of wanting to control everything. When you want to be pregnant so badly, the pressure you put on yourself is very stressful. Pray and meditate for peace in your life, and you will find that you do relax.
I encourage you as you try to have a family to develop a relationship with God and a good church. It will get you through the hard times, both before and after you have children. Raising children is another effort of its own! The support that a good church can give you will help you raise your family.
I have known many people who believed in God, but they didn't actively go to church or practice their faith until they had children. Then, like a light switch flipping on, they realized they needed more in their lives--they needed a spiritual path.
Life is hard, and we can all use all the help we can get. Faith can be an immensely powerful piece of your life.