We can't do our own thing when we have to go "through" something. When we are "with" something, we can take that something or someone along with us. Through requires a lot less selfishness and more collaboration. That is why this verse mentions "through" instead of "with". If it were with, then we would think we can do anything we want. Through narrows the list down to things that God wants.
Lord, help me to do what You want and not what I want.