When I heard this today, my heart sank. It seems so blatantly superstitious and hardly a Christian thing to do if it would distract you from praying directly to the God of St Anthony.
First of all, I was curious who exactly St Anthony was. There are a number of people in church history with this name, such as a pioneer of ascetic monasticism in third century Egypt. However, St Anthony of Padua was born in Spain in 1195, and, early in life, became an Augustinian canon (similar to a monk), and later joined the Fransiscan order, a new monastic order at the time which represented the front-line of Christian dedication. What prompted Anthony to join was the martyrdom of five young Franciscan monks who were preaching the Christian gospel in Muslim-majority Marocco. Like the martyrs who inspired him, he set out for Morocco, but had to return on grounds of ill health. On his return his ship was blown off course to Sicily and he ended up in Italy, where he came to the attention of Francis, the head of the Franciscan order, who entrusted Anthony with teaching the Friars.
Anthony's connection with lost things is that his precious psalter (the Book of Psalms), with all his teaching notes, had been stolen by a renegade fellow-monk. Anthony prayed to God and the thief was prompted both to return the stolen item, and himself to rejoin the monastic order he had abandoned. Interestingly one of the quotations ascribed to Anthony is, “Attribute to God every good that you have received. If you take credit for something that does not belong to you, you will be guilty of theft.” The quotation seems very pertinent to the questionable practice of invoking the prayer of saints rather addressing prayer to God directly.