kbean,
Jesus gave what is now named the Lord's Prayer in response to the disciples' request for HIM to teach THEM how to pray. So this prayer was for their benefit, so that they would know what words to pray. He was giving them an example, praying as if He were one of them. Christ well knew that humans are easily led into temptation and subsequent sin, so His Prayer was a guide helping them know to pray that they not be tempted to begin with.
Notice His Words, "And lead us not into temptation, but deliver us from the evil one". This implies that temptation comes from the devil and not from God. As these Bible verses confirm, the devil is the tempter...
Matthew 4:1-4 Then Jesus was led by the Spirit into the desert to be tempted by the devil. After fasting forty days and forty nights, He was hungry. The tempter came to Him and said, "If you are the Son of God, tell these stones to become bread." Jesus answered, "It is written: 'Man does not live on bread alone, but on every word that comes from the mouth of God.
James 1:13-15 When tempted, no one should say, "God is tempting me." For God cannot be tempted by evil, nor does He tempt anyone; but each one is tempted when, by his own evil desire, he is dragged away and enticed. Then, after desire has conceived, it gives birth to sin; and sin, when it is full-grown, gives birth to death.