I realize that this world is not for us. What advice could you give to help me to be focused and not allow the things of this world to tempt me and cause me to fall?

This is quite a large topic that is covered in many aspects within the Bible. I won't be able to address it completely in one or even several answers, so I will give some general points and will respond to more specific questions later.

First, let's start with James 1:13-16, "Let no one say when he is tempted, "I am tempted by God"; for God cannot be tempted by evil, nor does He Himself tempt anyone. But each one is tempted when he is drawn away by his own desires and enticed. Then, when desire has conceived, it gives birth to sin; and sin, when it is full-grown, brings forth death. Do not be deceived, my beloved brethren."

James tells us that the problem of dying due to sin originates with our desires. Every person has desires. They are necessary for life. You have a desire to eat, to drink, to sleep, to have sex, to be liked by others, and many more. Each desire is a normal part of life and by itself each desire is neither right nor wrong. Each can be used in a right fashion and each can be used in a wrong fashion.

Satan observes those desires and places us in situations where it appears that to satisfy the desire I must break a law of God. If I give serious consideration to the offer and contemplate how I might break God's law and get away with it, then I have fallen into lust. "Lust" means a strong desire, but we generally use it in a negative sense as a strong desire for something that is wrong. If I act on that lust, then I have committed a sin. If I continue to sin, then I become calloused to the guilt of disobeying God. Eventually, I will deceive myself into believing I have a license to sin ("licentiousness" or "lasciviousness" in the Bible). At that point there is nothing which can draw me out of sin and I die.

Many people struggle with sin because they try battling it on the wrong territory. You can't stop your desires unless you stop living. Nor can you stop temptations because they are being presented to you by Satan. You have no control over Satan. The first field of battle in whether I am willing to consider breaking God's law.

Second, too many people try to approach Christianity as an attempt to remove all sin from their lives. Such is an impossible task because everyone sins at various points in their lives (Romans 3:23; I John 1:8-10). By focusing on sin, people actually approach Christianity backwards. Christianity is about righteousness. By aiming for righteousness we move away from sin because sin is a hindrance to living right (Hebrews 12:1-3). Yes we need to remove sin from our lives, but we do so by so filling our lives with righteousness that there is no room for wickedness. "And do this, knowing the time, that now it is high time to awake out of sleep; for now our salvation is nearer than when we first believed. The night is far spent, the day is at hand. Therefore let us cast off the works of darkness, and let us put on the armor of light. Let us walk properly, as in the day, not in revelry and drunkenness, not in lewdness and lust, not in strife and envy. But put on the Lord Jesus Christ, and make no provision for the flesh, to fulfill its lusts" (Romans 13:11-14).

Finally, Solomon warns about extremism in approaching righteousness and sin (Ecclesiastes 7:15-22). Some people try so hard for righteousness that the exceed what God has asked and replace God's laws with their own (Matthew 15:1-9). Others become careless, believing that God will handle all infractions and so they make little attempt to live righteously (Romans 6:1). The true answer is that we give the best effort that we can, striving as hard as we can to reach heaven, yet knowing that we are going to stumble once in a while on the way. But despite the stumbles, our focus is still on heaven, so we pick ourselves up and continue on the path of righteousness. Just as a wicked person may do righteous things at times, but he doesn't remain righteous because it is not a part of his nature; a righteous person may do sinful things at times, but he doesn't remain wicked because it is not a part of his nature (I John 3:3-9).

See also:

Questions and Answers regarding Christian Living
Questions and Answers regarding Temptation
The Nature of Sin, Temptation, and Lust
Light and Dark