[SIGN]Just noticed my response was much the same as
AndreaDorrie above. Didn’t see it before I posted it.
[/SIGN]
First and foremost we refer to the Jewish use of the word prayer and give examples of it being used in the old testament.
Numbers 22:19
I pray you to stay here this night also, that I may know what the Lord will answer me once more.
Judges 19:23
And the old man went out to them, and said: Do not so, my brethren, do not so wickedly: because this man is come into my lodging, and cease I pray you from this folly.
1 Kings (1 Samuel) 23:22
Go therefore, I pray you, and use all diligence, and curiously inquire, and consider the place where his foot is, and who hath seen him there: for he thinketh of me, that I lie craftily in wait for him.
Job 14:10
But man when he shall be dead, and stripped and consumed, I pray you where is he?
Lamentations 1:18
Sade. The Lord is just, for I have provoked his mouth to wrath: hear, I pray you, all ye people, and see my sorrow: my virgins, and my young men are gone into captivity.
2 Machabees 9:26
I pray you therefore, and request of you, that remembering favours both public and private, you will every man of you continue to be faithful to me and to my son.
Just a few examples. There we see that to ‘pray’ means to request, to ask. That’s the first misunderstanding that protestants have of this word. They have taken prayer to be a form of worship, and while you can pray in worship, not all prayer is worship. Big difference there.
Then you go to the new testament and see in Revelation that the angels and saints have censers full of incense:
And when he had taken the scroll, the four living creatures and the twenty-four elders fell down before the Lamb, each holding a harp, and with golden bowls full of incense, which are the prayers of the saints; Revelation 5:8
So we see that to pray means to ask, and here we see the elders (Saints) holding bowls full of incense
which are the prayers of the saints. That brings about the logical question of “how did they get them?” Did God receive the prayers then turn around hand them to the Saints and ask them to give them back? Or are these the prayers that the Saints received and are bringing before the throne of God?
The final argument that you see the most is “don’t pray to the dead.” Well, we don’t believe that they are dead.
Romans 8:38 For I am sure that neither death, nor life, nor angels, nor principalities, nor things present, nor things to come, nor powers, 39 nor height, nor depth, nor anything else in all creation, will be able to separate us from the love of God in Christ Jesus our Lord.
We don’t believe that they are dead, but quite alive… more alive than ever. So we are praying (asking) them to pray for us, even when we ‘pray’ to Mary… we are asking for her intercession. Anything she does in return is not by her own power, her own ability, but by the power of God. That’s quite a bit different than worship. Why do we pray to the Saints? Because the “… prayer of a righteous man has great power in its effects.” James 5:6 Who is more righteous than those who have gone on into heaven? They are the purest of the pure, the most righteous of all humans… who better to pray for us?
Last but not least, we compare it to talking to our mom, our dad, our friends… we ask them to pray for us, not because we can’t speak to God, not because God has not the ability to answer our prayers, but because God has chosen for it to work this way. He reminds us constantly in Sacred Scripture and Tradition to pray for one another without ceasing. So we do. Because he chose it to be that way, who are we then to tell him no?
Our Lady of the Immaculate Conception pray for us. 
