Samuel Herd, a Governing Body member says in his speach "The Miracle of Prayer":
"God does not answer all prayers. Here are an example or two. Prayers for world peace, he does not answer them."
http://www.jwforum.net/forum/viewtopic.php?f=69&t=1704
(I was there actually and listened to his talk.) But even this statement is wrong, because apostle Paul urged us to pray for peace and said there will be a time when they will say Peace and Security!
In 1 Timothy 2:1,2 we are urged to pray for peace: I therefore exhort, first of all, that supplications, prayers, intercessions, offerings of thanks, be made concerning all sorts of men, 2 concerning kings and all those who are in high station; in order that we may go on leading a calm and quiet life with full godly devotion and seriousness.
A similar thought we find in Jeremiah 29:7 7 Also, seek the peace of the city to which I have caused YOU to go into exile, and pray in its behalf to Jehovah, for in its peace there will prove to be peace for YOU yourselves.