Yeah..it was the prophecy...I thought the idea of it being a 'weapon' was dumb. J.K. should have called it the prophecy. LOL....
It was important to Voldemort because he needed to know who he would be most threatened from. And the answer was Harry, since Voldemort didn't hear the whole thing at first, he messed up and gave Harry some of his powers. In the fifth book he tries to find out what he missed. None of it really tells him how to kill Harry. But obviously Voldemort doesn't know that!