Why is it that when I turn to God and I have gone back to church to try to release lust from my mind it returns and I constantly have to ask the Lord for his forgiveness?
You didn't give me much to go on. I'll make some guesses. My apologies in advance if I guess wrong.
"Therefore, if you died with Christ from the basic principles of the world, why, as though living in the world, do you subject yourselves to regulations -- "Do not touch, do not taste, do not handle," which all concern things which perish with the using -- according to the commandments and doctrines of men? These things indeed have an appearance of wisdom in self-imposed religion, false humility, and neglect of the body, but are of no value against the indulgence of the flesh" (Colossians 2:20-23).
The appearance of being religious doesn't necessarily make a person religious. Attending worship services and Bible studies is something that a religious person does, but walking into a church building and sitting through a worship service doesn't make a person religious.
The problem is that we often think that if I do X then Y will automatically be solved, yet too often the two concepts are not related. Attendance at worship services does not directly deal with the problem of lust and thus you are left continuing to struggle with the problem. Don't get me wrong. Every Christian needs to attend worship services and Bible studies (Hebrews 10:25). These gatherings are essential to the growth and development of a Christian. But a study of the Parable of the Sower isn't necessarily going to give you the information and tools you need to address your particular problem of controlling lust.
What is needed is an understanding of where those lusts are coming from, why you find them tempting, an understanding of why they are damaging, and techniques for managing temptation. Since I don't know what lust you are dealing with, it is hard for me to go into any detail. If you want to write back and talk about your struggles more, I will do what I can to point you in the right direction for resolving the issue.