I have heard that this verse changes a bit when the comma is moved to follow 'lead us'. Either way you read this there seems to be two aspects to what Jesus is saying. He speaks first to our need for God to lead us - left to ourselves we would always give in to temptation. Yet through His indwelling presence in our lives we have the power to resist and overcome temptation.
The second part of the verse is sometimes translated 'deliver us from the evil one'.
It reminds me of this verse in the book of Jude:
But when the archangel Michael, contending with the devil, was disputing about the body of Moses, he did not presume to pronounce a blasphemous judgment, but said, “The Lord rebuke you.”This is somewhat of an obscure verse but the point of it is that even archangels need the Lord to fight the evil one. Often when I sense an evil presence I will do what Michael did and simply rebuke the devil in Jesus' name. The Lord shows us in this verse that we are to pray for such deliverance. Life is a spiritual battle and the name of Jesus defeats evil.
Lead me today Lord. I need your presence. I need your deliverance from evil.