ROSH HASHANA: What should we do when we are listening to the Shofar?

The most important Mitsva of Rosh haShana is listening to the voice of the Shofar. The Tora does not mention the reasons for the Shofar, but our Rabbis did.
1. The Shofar was used in ancient Israel to announce the King’s coronation. In Rosh haShana we announce that HaShem is our King. We declare that we are His subjects and as such we are committed to follow His rules. Among other prerogatives the King had the power to sentence to death or spare someone’s life. In Rosh haShana we realize that our lives are ultimately in the hands of God, the supreme King and Judge.
2. The Shofar reminds us of aqedat Yitzhaq. Abraham Abinu was ready to sacrifice his own son, following God’s commandment. Once Abraham showed his unconditional obedience and love to God, HaShem told him to hold back.   Abraham saw a ram caught by its horns in a thicket and he offered it as a sacrifice to HaShem instead of Yitzhaq. The Shofar is a ram’s horn. And when we listen to the Shofar we remember the sacrifice of Yitzhaq. And we ask HaShem to consider what our father Abraham did as a merit for all of us, his descendants.
3. In ancient times, the Shofar was also used as a kind of a siren. It warned the people that the enemy was approaching and about to attack. The Shofar announced that lives were in danger. Everyone became aware of the imminence of death.  In Rosh haShana the Shofar serves as a spiritual wake up call. It reminds us the fragility of our lives and invite us to introspect and repent. The Shofar declares that God is NOW judging us, and our lives are on the line.
What should we do when we listen to the Shofar? 
Every single day we have many opportunities to ask HaShem to provide us what we need. On weekdays, three times a day, we recite the Amida. From its nineteen blessings, thirteen focus on our needs: we ask God for good health, livelihood, protection, etc. During Shabbat and Haguim, when opening the Hekhal, we also ask haShem to grant us our needs. During the High Holidays we request HaShem several times for our Parnasa (livelihood), long life, etc.
When we listen to the Shofar in Rosh haShana, should we keep asking God for more things? Is the Shofar an extension of our own voice requesting God loudly for all the important things we need for the coming year?  Public opinion (and general practice) notwithstanding, when listening to the Shofar we should NOT focus on asking God.  When the Shofar is blown it is actually the only time of the whole year that God is asking something from us!
The voice of the Shofar should be understood as a ‘divine wake up call’.  When the Shofar is blown we must remember that HaShem is our King (malkenu). We owe Him obedience. At that solemn moment we are asked to admit our mistakes in our hearts, repent and learn for the future. When the Shofar is blown we become answerable to God. Taking charge and being accountable from what we have done wrong and for what we have not done right.