As non-native English speakers, we often make mistakes in pronunciation as well as in grammar, which is not unusual and nothing for us to feel shameful about.
Somehow, most Koreans, maybe including myself once, seem overly concerned about "pronunciation," and I might need a couple of hours to discuss this.

As a starter, however, I would like to share with you one but the most important tip on "PRAY".
Perhaps, the word "pray" is one of the most frequently said words among Christians. 
In Korean, we do not distinhuish "L" from "R" as we only have "ㄹ", and thus we sometimes pronounce "pray" as if we pronounce "play"!
As you might have noticed, the word "play"(놀다) and "pray"(기도하다) are very different not only in pronunciation but also in meaning.

I wish I could record the pronunciation myself but I will try to explain in words instead.
Formally, just do not let the tip of your tongue touch the back of your upper front teeth, which will make "L" sound. Rather, keep your tongue in the middle of you upper and lower teeth while you are vibrating your vocal cords. 
Here's an easier version:
"Play" should sound more like "플레이", while "Pray" should sound like "프레이".
If you practice with paying more attention and concentration, you CAN do it.

I would like to conclude with a quote from Hail Mary (성모송), and please practice with this:
"Holy Mary, Mother of God,
Pray, [not play], for us sinners, now and at the hour of our death, Amen."