The final petition in the Lord's Prayer is the request that our Father not lead us into temptation but deliver us from evil. As we have prayed for our Father's name to be glorified, for God's kingdom to come to earth and be lived out in his provision for us and in our forgiving and being forgiven, we then pray to be kept from temptation and evil.
Another way to translate this could be, "Don't let us give in to temptation." We are told elsewhere in Scripture that God does not tempt any of us to sin, although he does bring things into our lives to try, or prove our faith. This is the idea of the refiner's fire that burns out impurities, thus proving the metal. God does try, or test us in order to refine us and develop the character of Christ in us. There is a danger that we will be tempted during the trial, tempted to trust our self instead of the Father. We are drawn into temptation by our own desires, and those desires can easily lead us to sin by not letting God work in us through the trial.
We pray for the strength to resist temptation and for the Spirit to help us avoid areas in which we would be tempted. We also pray for Christ to fill us so that our sinful desires are pushed out. As we become more like Jesus, and as he lives in us more and more, we find that our desires start to line up with the desires of our Father. More and more, we are able to say with Jesus, "I do what I see my Father doing." As that happens, we are better able resist temptation when it's comes, and we are even tempted less and less in many areas. Until we see Jesus face to face, our prayer will continue to be that we are delivered from temptation and the evil one who tempts us.