Q: If I am set free from sin (Romans chapter 6) why do I still sin?
Don't you mean, "Why do we still sin?"
Born-again Christians still sin for lots of reasons. In some cases, it's because we've established deep ruts of habitual behavior that are challenging to break out of. Other times it's because we simply choose to disobey God. And still other times it's because we fail to discern dangerous circumstances until it's too late.
One of the benefits of being born-again is that Jesus sets us free from the dominion of our sinful nature. That means we now have the FREEDOM to say "No" to the voice of temptation and to resist the impulse to sin. We didn't have that freedom before we came to Christ. At that time, we were slaves to sin and in bondage to our sinful nature. But since coming to Jesus, we've been set free to choose the leading of God's Holy Spirit rather than running after our flesh.
But you must understand that the very FREEDOM you've been given means you are completely free — free to choose to do right or to choose to do wrong. (That's what real freedom is...the ability to go whichever way you wish.) And the fact is, sometimes we choose to go God's way and sometimes we choose to follow our flesh and fall back into sin.
But there's good news. The blood that Jesus shed for you and me on the cross is a perpetual source of forgiveness, even when we fail to follow the leading of the Spirit as we should. As the Apostle John wrote:
...I am writing these things to you so that you may not sin. But if anyone does sin, we have an advocate with the Father, Jesus Christ the righteous. 1 John 2:1 (ESV)
We've been given the living Word to keep us from sin. However, when we do sin, John says "...we have an advocate with the Father..." The word advocate means one who pleads the cause of another. This doesn't mean we take sinning lightly. On the contrary, we understand from God's Word that sin still has painful consequences — even for those who are saved. But even so, we know that the failings of our flesh can never tear us away from the love of Jesus Christ. His hold on us is stronger than our sin.
So what can you and I do to keep ourselves from falling into sin? We need to stay in the Word and stay connected to other believers. (We were never meant to be Christians on our own.) And we need to pray about the weak areas of our flesh and then memorize Bible passages that speak directly to those areas. Ask God to give you the strength to overcome the downward gravitational pull of your flesh and to stand strong against the temptations of the enemy and this world.