I won't claim this as my argument, these are excerpts from:
http://www.catholic.com/library/purgatory.asp
"Purgatory Not in Scripture"
"The word purgatory is nowhere found in Scripture." This is true, and yet it does not disprove the existence of purgatory or the fact that belief in it has always been part of Church teaching. The words Trinity and Incarnation aren’t in Scripture either, yet those doctrines are clearly taught in it.
Christ refers to the sinner who "will not be forgiven, either in this age or in the age to come" (Matt. 12:32), suggesting that one can be freed after death of the consequences of one’s sins. Similarly, Paul tells us that, when we are judged, each man’s work will be tried. And what happens if a righteous man’s work fails the test? "He will suffer loss, though he himself will be saved, but only as through fire" (1 Cor 3:15). Now this loss, this penalty, can’t refer to consignment to hell, since no one is saved there; and heaven can’t be meant, since there is no suffering ("fire") there. The Catholic doctrine of purgatory explains this passage.
Why Go To Purgatory?
Why would anyone go to purgatory? To be cleansed, for "nothing unclean shall enter [heaven]" (Rev. 21:27). Anyone who has not been completely freed of sin and its effects is, to some extent, "unclean." Through repentance he may have gained the grace needed to be worthy of heaven, which is to say, he has been forgiven and his soul is spiritually alive. But that’s not sufficient for gaining entrance into heaven. He needs to be cleansed completely.
An article in Jimmy Swaggart’s magazine, The Evangelist, put it, that "Scripture clearly reveals that all the demands of divine justice on the sinner have been completely fulfilled in Jesus Christ. It also reveals that Christ has totally redeemed, or purchased back, that which was lost. The advocates of a purgatory (and the necessity of prayer for the dead) say, in effect, that the redemption of Christ was incomplete. . . . It has all been done for us by Jesus Christ, there is nothing to be added or done by man."
It is entirely correct to say that Christ accomplished all of our salvation for us on the cross. But that does not settle the question of how this redemption is applied to us. Scripture reveals that it is applied to us over the course of time through, among other things, the process of sanctification through which the Christian is made holy. Sanctification involves suffering (Rom. 5:3–5), and purgatory is the final stage of sanctification that some of us need to undergo before we enter heaven. Purgatory is the final phase of Christ’s applying to us the purifying redemption that he accomplished for us by his death on the cross.
No Contradiction
The resistance to the biblical doctrine of purgatory presumes there is a contradiction between Christ’s redeeming us on the cross and the process by which we are sanctified. There isn’t. And we cannot say that suffering in the final stage of sanctification conflicts with the sufficiency of Christ’s atonement without saying that suffering in the early stages of sanctification also presents a similar conflict. Our suffering in sanctification does not take away from the cross. Rather, the cross produces our sanctification, which results in our suffering, because "[f]or the moment all discipline seems painful rather than pleasant; later it yields the peaceful fruit of righteousness" (Heb. 12:11).
Nothing Unclean
Purgatory makes sense because there is a requirement that a soul not just be declared to be clean, but actually be clean, before a man may enter into eternal life. After all, if a guilty soul is merely "covered," if its sinful state still exists but is officially ignored, then it is still a guilty soul. It is still unclean.
Catholic theology takes seriously the notion that "nothing unclean shall enter heaven." From this it is inferred that a less than cleansed soul, even if "covered," remains a dirty soul and isn’t fit for heaven. It needs to be cleansed or "purged" of its remaining imperfections. The cleansing occurs in purgatory. Indeed, the necessity of the purging is taught in other passages of Scripture, such as 2 Thessalonians 2:13, which declares that God chose us "to be saved through sanctification by the Spirit." Sanctification is thus not an option, something that may or may not happen before one gets into heaven. It is an absolute requirement, as Hebrews 12:14 states that we must strive "for the holiness without which no one will see the Lord."
Not to worry! I, and many Catholics offer Mass intentions for the souls in Purgatory everyday. And the Church does the same in the Mass itself.
"Remember our brthers and sisters who have gone to their rest in the hopeof rising again; bring them and all the departed into the light of Your presence. Have mercy on us all"
In my intentions (my personal prayer to God) I ask God to remember also those forgotten souls, partcularly protestants, who have no one to pray for them.