DJ,
I can give ya the short answer and the long answer. The short answer isn't real pleasant to most Catholics. The short answer is that it (praying to saints) developed as a replacement for the polythiestic pagan belief they were converted from (some forcefully converted, some not).
The short answer can't really be understood without the more theologically based long answer, which is this...
No Christian I know would think twice about praying for someone they knew to be in trouble, or if they were asked. Nor would they think twice about asking someone they knew to be a devout Christian to pray FOR them. Especially if that person is seen as a devout prayer, or has in the past been seen to receive dynamic results from their prayers. Given that I don't understand why the short step to asking saints to pray for us is so difficult for them. Simply put the word pray means "Ask" and at least in Catholic theology prayer in and of itself is NOT worship unless the individual praying (asking) means it to be.
Catholics believe that there are a great number of people who when they die go directly to God (thier soul that is, not their body). We believe that these the Church Triumphant, are still part of the Body of Christ mystically connected to us as all members of the body of Christ are. If they are still part of Christ's body, then they are still concerned for us...if still concerned for us, they will pray for us...if they pray for us they pray perfectly because in heaven, they become as God is, because they see God as he truly is (1 John 3).
So, in a simple form, yes, we ask the saints to join their prayers with ours to God. Where two or three are gathered in His name...
good enough or do ya need more. Feel free to ask anything.
By the way, the connection between the short answer and long answer is this... The theology existed before the scenario of the short answer was given. An uncatechized (not religiously educated) populace saw or were told of people praying to saints and said, "Hey, we can do that" Today, not enough Catholics KNOW their faith, and generally can't give a good answer to that question. I thank God I had good educators.