We present the results of the spectroscopic observations of HDE 226868, the optical counterpart to the black hole X-ray binary Cyg X-1, from 2001 to 2006. We analyze the variabilities of the two components in the complex Ha line: one P-Cygni shaped component which follows the motion of the supergiant and another emission component moving with an antiphase orbital motion relative to the supergiant, which is attributed to a focused stellar wind. The results of KOREL disentangling of our spectra indicate that the focused stellar wind is responsible for the major part of the variability of the Ha emission line. The emission of the supergiant component had a small difference between the low/hard and high/soft states, while the focused-wind component became strong in the low/hard state and weak in the high/soft state. The wind is nearly undisturbed by the X-ray photoionization during the low/hard state. However, during the high/soft state, the X-rays from the compact object could decelerate the line-driven wind and result in a high-mass accretion rate, due to the effect of the X-ray photoionization. The X-ray illuminating could also change the temperature profile of the stellar wind and increase its temperature, and thus decrease the Ha emissivity of the wind, which could explain the Ha variabilities of Cyg X-1 during different X-ray states.