The word lead is nearly as unambiguous in Greek as it is in English - εἰσφέρω (eispherō) - and the word for temptation - πειρασμός (peirasmos) - can mean temptation towards evil, just as in English. It should be noted, though, that whereas in the preceding verse - forgive us our debts (Matthew 6:12), or forgive us our sins (Luke 11:4) - the Evangelists write in the imperative mood in Greek (i.e. as a sort of command), both Matthew and Luke use the subjunctive mood in the following verse. What we normally see as lead us not into temptation could just as well be rendered may you not lead us into temptation, or perhaps may you never lead us into temptation.
While one might be tempted [sorry] to read a meaning of "test" rather than "tempt" into peirasmos, I don't think this is the best approach here. Instead, one should probably also see and lead us not into temptation in opposition to the other clause in the verse, but deliver us from evil (or the evil one - the Greek can be read either way and was).
In his lengthly sermon on just this verse, Cyril of Alexandria - a 4th century Greek speaking to Greeks - explained:
There is a certain close connection in the clauses: for plainly it follows from men not being led into temptation, that they are also delivered from evil; or perchance, were any one to say, that the not being led into it is the same as the being delivered from it, he would not err from the truth.1
In other words, Cyril is saying that the way to understand the verse is that it is a supplication to God to deliver one from evil in general and not - "God forbid" one might add - into temptation.
1. Commentary on the Gospel According to Luke, Sermon LXXVII