ANSWER: The commandment in question is found in Exodus 20 when God have his holy law to the children of Israel:
"You shall (the KJV has 'Thou Shalt') not covet your neighbor's house; you shall not covet your neighbor's wife . . ." (Exodus 20:17)
Can you imagine what would result if all the people on our planet would keep even one of God's laws? This would remove a whole host of worry and tragedy in our lives. The Commandments were given for our GOOD and are not meant to destroy us. The next time you read the newspaper or access news on the Web, note how people are hurt, suffer loss and so on by (themselves or others) not obeying God's holy laws.
Jesus had a very interesting exchange regarding the commandments with someone who was wealthy. Christ actually offered the man a chance to follow him, like his disciples did, but was turned down! The wealthy man was not willing to give up his possessions to follow the Savior of mankind (Matthew 19:16-24). He loved his wealth more than God. This is a clear violation of the Tenth commandment that forbids us to covet.
In the New Testament we are told that covetousness can also cause a violation of the First and Second commandments against idolatry (Colossians 3:5).
Allowing material things to become more important than God in our lives makes us guilty of IDOLATRY (Luke 12:15). No real Christian would want that because, if it is not repented of, it will cut you off from God. Perhaps this is why there are so many warnings in the Bible against pursuing wealth. It is very difficult to be pursuing wealth and have time for the things of God. It is also very difficult to have attained wealth and not set your heart on it. A few people in the Bible, however, have been what we would call wealthy yet dedicated to God like Abraham and Job (Genesis 13:2, (Job 1:1, 3).
It is unwise to chase after riches and think we can stay focused on God's purpose for our life. We cannot serve God and mammon (Luke 16:13-14, see also Mark 4:19). We are taught in the Sermon on the Mount that our lives are to be directed towards God's kingdom (Matthew 6).
The conclusion of the whole matter is that keeping the Commandments (Ecclesiastes 12:13) is the key to loving God and loving our fellow humans (Matthew 22:35 - 40, see also 1John 4:21). Love is the most important thing because God is love. Our father in heaven has given us the instructions we need to solve most of the worlds problems, but most people have rejected a vitally important part of that solution, which is the Ten Commandments.
I hope this has been helpful for you to see the far reaching ramifications of this one aspect of God's righteous law.