There are two schools of thought about Romans chapter 7:24-25.

One that it is contrasting our two natures battling each other, to which we are delivered through Jesus Christ our Lord. Two, which probably most reformed theologians hold to, that Paul is thanking God that he no longer has his old nature, because he is in Christ Jesus.

I am not completely sure on my stand on this one other than to say that I still struggle with sin, but when I keep God as my focus, those struggles for the most part disappear.
I heard one pastor who believes the latter view; say that even though we as Christians only have our new natures. Sometimes through the neglect of things like renewing our minds, we fall prey to sin. This is because we forget that our strength is in Christ, not ourselves.

Tom