David reminds us in the Psalms not only that we can go to God for help but that we should go to God for help.  When no one else will listen, He is there.  When no one else can step in on our behalf, He can.  And when we approach God, we must approach Him believing that He can step in if He wills to do so.  It is at that point that we turn the responsibility over into His hands.  I don't know why God doesn't always step in and help, but I do know that we're allowed to ask Him for assistance.  In fact, God should be the first one we turn to in our times of need.  We don't have to be afraid of pouring our hearts out to Him as David did because we know that He loves us and that He took the first step in initiating a relationship by sending Jesus to die for us.