Why Do We Put Candles On A Birthday Cake?

In ancient times there was a prevalent belief that birthdays were a time of potential danger.  This originated within Greek culture, where both birth and birthdays were regarded as a time when the Gods may take your soul.  
Consequently, when a Greek child had a birthday, s/he was given a little cake with a candle.  The gods were asked for protection and the candle was then blown out.  The Greeks believed that the smoke from the candle would carry the message to the gods and the child would be spared to continue living.
This tradition has survived to present day culture, where candles are still placed on a birthday cake.
Not all cultures embrace this tradition and some religious people feel that the act of 'making a wish' before the candles are blown out, is in fact an act of sacrilege and so they do not participate in this aspect of birthdays.