Mosiah 24:22

"And Amulon commanded them that they should stop their cries; and he put guards over them to watch them, that whosoever should be found calling upon God should be put to death."

Alma and his people were commanded not to pray. This did not stop them from praying in their hearts however.  They feared God more than the unrighteous laws of man. They had an eternal perspective and realized that it is much more important to pray and continue to worship God than to be put to death.  Gods laws matter so much more.