The prophecy in Harry Potter and the Order of the Phoenix didn't mention anything about how to defeat Harry Potter, did it?
The one with the power to vanquish the Dark Lord approaches... born to those who have thrice defied him, born as the seventh month dies... and the Dark Lord will mark him as his equal, but he will have power the Dark Lord knows not... and either must die at the hand of the other for neither can live while the other survives... the one with the power to vanquish the Dark Lord will be born as the seventh month dies....
The prophecy does not say how to defeat Harry Potter. It gives a description of who the person who can defeat The Dark Lord will be, but does not say how one or the other will be defeated, only that only one will survive.
The Dark Lord wanted the prophecy because Snape had only told him the first half of the prophecy, because that was all he heard, about somebody defeating the Dark Lord. So after Lord Voldemort failed, he wanted the prophecy so that he would know the full text.