The Book Pertaining to the Remembrance of Allah, Supplication, Repentance and Seeking Forgiveness (Kitab Al-Dhikr)
Muslim :: Book 35 : Hadith 6515
Abu Malik reported on the authority of his father that when a person embraced Islam, Allah's Messenger (may peace be upon him) used to teach him how to observe prayer and then commanded him to supplicate in these words:" O Allah, grant me pardon, have mercy upon me, direct me to the path of righteousness, grant me protection and provide me sustenance."