When we talk, BF never listens to me. What to do?

Whenever my bf and I have a conversation, whether on the phone or in person, he rarely pays attention to what I'm saying. Usually, if I make a comment, he will keep right on talking as if he didn't hear. It's like he's so interested in his own thoughts that he doesn't care what I say. If he doesn't interrupt, then he's usually distracted by a computer game or by something that he sees around him. This is frustrating to me because I like to have deep conversations with others, but I can't do that if he won't pay attention. It makes me feel unimportant. I wish he'd focus on me sometimes, especially since I've tried hard to be a thoughtful listener for him. It frustrates me so much that I've stopped contributing much to conversation, or I give snappy answers. I'm a sensitive person, so I don't want to overreact. Should I suck it up, or talk to him about it? If so, how can I share my concerns without seeming needy? Does this ever happen to anyone else?