When I ask a friend to pray for me, I say, "Can you pray for me that ...."
Is this what the orthodox say? I always heard that you say things like "Mary, save us" or "St Anne have mercy on me" or something like that.
When you pray to saints, it seems you literally speak to them like they are God, like they have the ability to bless you directly, don't you?
Most commonly, we do ask them to pray for us.
Actually, the MOST common way we request the prayers of the saints is by asking God to LISTEN to the prayers of the saints. i.e, at the end of our daily prayers, we pray "Through the prayers of our holy fathers, O Christ our God, have mercy on us and save us."
In other words, we ask for Christ's salvation, but that He would (for the sake of love and unity) honor the prayers of the saints who request this very salvation, whether they be saints residing with Christ in paradise, or saints we know not of who live still on this earth.
We frequently pray "through the prayers of the Theotokos, O Savior, Save Us!" In other words - we assume that any 'salvation' (generally meaning temporal salvation from something - not the eternal / final salvation which comes from Christ, though she did play a part in that) which comes from the Theotokos comes from her prayers. So if we do pray "most Holy Theotokos, save us" we mean it in this way.
Do not think of it in technical theological terms, but as the desparate prayer of a dying man. To me, whether I am saved by the direct action of a saint or their prayers is useless semantics. The point is that I am so ill that even uttering the request for help is too much for me, and that help arrives (which I know is help from God, whether through a saint or not) is enough for me. The form matters not - only that God saves.