praying at all times in the Spirit, with all prayer and supplication. To that end, keep alert with all perseverance, making supplication for all the saints, (ESV)
Paul has been describing for us in the preceding verses all about our spiritual armor. Yesterday we talked about our mighty weapon, the sword of the Spirit, the Word of God. In verse 18 he now talks about prayer. Is prayer related to spiritual warfare? Absolutely! It is so much of a part of warfare that Paul says we are to pray at all times in the Spirit.
Now, we should have a proper understanding of this phrase "praying in the Spirit." There are some of my Pentecostal brothers and sisters who take this to mean speaking in tongues. But there is nothing here in the context to suggest that Paul is speaking of a different language. Rather, we are admonished to pray all kinds of prayer and at all times, in the Spirit.
Let's think of it this way. We are in battle. We need direction from our commanding officer. How will we find it? By allowing the Holy Spirit to direct us. It is the Holy Spirit who indwells us. It is the Holy Spirit who empowers us. And it is the Holy Spirit who prays through us and even for us!
 Likewise the Spirit helps us in our weakness. For we do not know what to pray for as we ought, but the Spirit himself intercedes for us with groanings too deep for words.  And he who searches hearts knows what is the mind of the Spirit, because the Spirit intercedes for the saints according to the will of God. (ESV)
In the midst of the battle you have a lifeline to the King. His Spirit will direct your prayer. He will give you direction. What is needed? You need to yield yourself to him. The problem with us is not that we do not have the Spirit. Our problem is that we ignore the Spirit.
Are you only praying in certain occasions? We are to allow the Holy Spirit to pray through us and for us at ALL times. Be ready for battle. Be praying. Always.