I have a question for you though,
You should know the answers already, since you come from the Philippines: the only "Christian" nation in Asia.
Catholics pray to saints because they want the saints they pray to to plead their petitions for them. It's like, err, let's say the saints are friends of a very popular guy. The very popular guy knows you, but you ain't close and all with him, BUT you're really close to the the saints. If you wanted to ask the very popular guy something, wouldn't it be better to ask through your friends, the saints to ask on your behalf. The praying to the saints has the same principle.
Basically, the saints has lots of "pogi-points" with God (that's why they're saints!), so if they ask of him anything, they SHOULD be more favored :0 Another thing is, since people are filthy with sin, they don't feel worthy to directly call upon God or Jesus, since they're like the... err... THE BIG ONES!
Praying for the souls of those who died is what the dogma of Purgatory is all about. >_< Like it or not, to explain why people pray for their loved ones is all about Purgatory.
The basic principle is that the more people or prayer you get if you're in Purgatory, the shorter your stay in there will be, and the faster you can get to paradise. Now Purgatory is basically an intermediate phase between death & heaven. The Bible really cites such a place, but I forgot where it was, but it's in the Bible, only not really named "purgatory" only a transitional place. Anyways, it's a place where you get put into when you haven't done enough to get into heaven, but you ain't too bad to put into hell.
People pray for their loved ones who died and they think would not go to heaven directly. Basically, it's family bonding. Although, I do not understand why this is so because there'd be no blood relations in heaven, as the Bible says [spolier]no sex too![/spoiler].
As for who introduced the dogma, well... that's for another time.