On the one hand, if you are not a Christian, then the first thing you need to do is to turn from your sin and believe in the gospel: admit that you are a sinner who is guilty of breaking God's laws; believe that Jesus died on the cross for your sins so that you could be forgiven; and believe that three days later Jesus rose from the dead, ascended into heaven, and today rules as the true King of all creation. If you will believe this and will willingly submit to Jesus' authority, then you will be forgiven of your sin and will be filled with God's Holy Spirit who will empower you to turn from sin and live obediently.
On the other hand, even if you are already a Christian, that doesn't mean that you don't struggle with sin on a daily basis (Rom. 7:18-20; 1 John 1:8-9). All Christians constantly need God's help to be holy and to bear spiritual fruit (John 15:4-5). So when you are convicted about the sin in your life, you need to ask God for help.
But that brings us back to our original problem: Even when you do ask for help, it sometimes seems like God isn't doing anything. Sometimes you still stumble into the same sins over and over again, even when you are praying passionately every day for God's help.
If that is where you are, then I have some encouragement for you. I ran across this passage as I was reading C. S. Lewis's book Mere Christianity.
We may, indeed, be sure that perfect chastity--like perfect charity--will not be attained by any merely human efforts. You must ask for God's help. Even when you have done so, it may seem to you for a long time that no help, or less help than you need, is being given. Never mind. After each failure, ask forgiveness, pick yourself up, and try again. Very often what God first helps us towards is not the virtue itself but just this power of always trying again. For however important chastity (or courage, or truthfulness, or any other virtue) may be, this process trains us in habits of the soul which are more important still. It cures our illusions about ourselves and teaches us to depend on God. We learn, on the one hand, that we cannot trust ourselves even in our best moments, and on the other, that we need not despair even in our worst, for our failures are forgiven. The only fatal thing is to sit down content with anything less than perfection. (C.S. Lewis, Mere Christianity, book 3, chapter 5.)
God's mercies are new each day (Lam. 3:22-24). So pick yourself up today, keep praying, and keep trying. God has not forgotten you and He is answering your prayers in His own way and in His own time.