Sandy asked this question and I found an answer at ask Yahoo.
There are a number of curious gestures and sayings in our modern society that leave us scratching our heads. Apparently, we have superstitious folk in merry old England to thank for the peculiar practice of crossing our fingers for luck.
Witches, ghosts, and other supernatural ghouls were very real to people living in the 16th century. Illnesses and bad luck were blamed on these evil forces. Faith in the power of the Christian cross, therefore, was strong. A cough, a sneeze, or even a mention of a cold (thought to be a sign of the plague) was reason enough to cross yourself. The proper way to make the sign of the cross involves four steps -- touch the forehead, heart, left shoulder, then right shoulder with you right hand.
When a suspected witch crossed your path, you could make a cross shortcut by crossing your index and second finger or the index fingers of both hands. This would provide protection and ward off the evil influence. Just like in Dracula movies, it was believed the power of the cross or any religious talisman would combat the forces of darkness. People also wore crosses or carried their Bibles in case they happened upon a nefarious being. A clove of garlic worn around the neck was ammunition against werewolves and bad spirits, and both peasants and nobles attached bells known as "bezants" to their garments, hoping the sound would scare away evil spirits.
Though many of these beliefs have slowly died, the gestures they inspired have lived on. Let's face it, in today's scary world, we need all the luck we can get. If crossing your fingers, carrying a rabbit's foot, hanging a horseshoe, or rubbing a lucky penny helps you through the day, more power to you!