Was the Holy Spirit leading Jesus into the desert to sin? Of course not!
You don't need to pray that God will lead you into a morally or spiritually compromising situation. You are quite capable of that yourself. You do need to pray that He will prepare you for the testing of your faith. You have a promise to cling to as you pray:
"No temptation (trial) has overtaken you except what is common to mankind. And God is faithful; he will not let you be tempted (tried) beyond what you can bear. But when you are tempted (tried), he will also provide a way out so that you can endure it." I Corinthians 10:13
So, I think you do no injustice to this Scripture to rephrase this prayer: "When you lead me to times of testing lead me THROUGH times of testing without failing the test."
You are either in a time of testing or headed to one so why not pray this prayer today?