What then?

I was listening this song which lyrics say "you can't always get what you want, but if you try sometimes you get what you need." At first I agreed, I thought it ti be a good relief to the economic ideal of more being better. After giving it a second thought what if what I want is also what I need... what then? Should I strive to get it or rather give up and die... ha haha ok I would not die, but what is the course of action in a situation where you can't get something which is both a need and a desire...