For follow-up discussion and general commentary on the topic. Comments are sorted chronologically.
Our pastor recently took us through Romans 7 & 8. He said Romans 7:7-24 was not Paul talking about himself, but illustrating how a non-Christian speaks of his struggles and failure to be a "good person" by his own efforts and trying to adhere to O.T. Law.
Romans 7:25 shows the Non-Christian becoming aware of the role of Jesus in freeing him from this wretched state, and finally in Rom 8:1-4 Paul sets out the reality for a believer.
This passage illustrates how the Non-Christian is tempted and has no effective way to avoid the resulting sin.
The Christian, by contrast, has Jesus interceding for them, and has the comfort of knowing (1Cor 10:13 NIV) No temptation has overtaken you except what is common to mankind. And God is faithful; he will not let you be tempted beyond what you can bear. But when you are tempted, he will also provide a way out so that you can endure it. Praise God!