פרשת יתרו introduces the עשרת הדברות. The last דיבור (לא תחמד בית רעך) tell us not to want or desire our neighbor's possessions. The אבן עזרא asks a question on this דיבור (פרק כ פסוק יד). How can someone be told not to desire something in his heart, when it seems beautiful and very desirable in his eyes. He answers, by using an example of a village man who saw the beautiful daughter of a king. He does not desire her in his heart, because he knows it is impossible for him to marry her. Similarly, no one would be jealous of the ability of birds to fly. That is as irrational as an ordinary person being jealous of someone who marries a princess.
Similarly, a person should realize that things in life are not given to us randomly. Instead, it is because of השגחה פרטית (Hashem's involvement in the world). It is Hashem's choice what we have and what we do not have. Therefore, one should realize that what one has is because of השגחה הפרטית. One who internalizes this will not be jealous of what his neighbor has.
One who understands that the world is under the care and scrutiny of Hashem, he is then happy with his portion in life. One does not have to feel the need to increase his portion in life by force, because they should have trust in Hashem.
These thoughts echo the words of פרקי אבות (ד:א) when the Mishnah asks, "who is rich?" The Mishnah answers that it is the one who is happy with his portion השמח בחלקו. If we control our emotions and are not jealous of others, then we dramatically increase our quality of life.
Rav Samson Raphael Hirsch asserts that this is the reason why לא תחמוד is included in the עשרת הדברות, which contain the foundations of a Torah life. According to Ibn Ezra, the איסור of לא תחמוד teaches that Hashem controls the world in general and people in particular. This vital lesson is a foundation of Jewish "Hashkafa" and therefore is the concluding lesson of the עשרת הדברות.