Do we save ourselves by our faith? Perhaps this will assist in understanding the Catholic perspective.
Catholics believe we are saved by grace...through faith...working itself out in love. Do you recall James writing that faith without works is dead? Do you recall Jesus telling the parable of the final judgment where sheep are on his right, goats are on his left? What separated the sheep and the goats? It was works. The goats did not have the love to clothe the naked, feed the hungry, visit those in prison, etc. The sheep did. And what each person does--or does did not do--for these people, they did--or did not do--for Jesus.
Grace is an amazing gift. it is free. We are saved by grace...through a faith (that is not dead)...working itself out in love.
If a Catholic speaks of the need for works, it is quite likely that Catholic does not understand some Protestants think they mean "working to earn salvation". There is no need to earn salvation. Salvation is ours as an amazing gift. It is through our faith we open this gift, and since faith without works is dead, we are working our faith out in love. Our faith...not our salvation.