Indent a code listing in LaTeX

The listings package allows you to change the margins (see section 4.10 of the documentation.)

\lstset{numbers=right, 
                numberstyle=\tiny, 
                breaklines=true,
                backgroundcolor=\color{light-gray},
                numbersep=5pt,
                xleftmargin=.25in,
                xrightmargin=.25in} 

Adjust as necessary.

You can do this using the xleftmargin option of listings. See the manual page 33, section 4.10 "Margins and line shapes".

Example:

\documentclass{article}

\usepackage{lipsum}
\usepackage{color}
\definecolor{light-gray}{gray}{0.95}

\usepackage{listings} 
\lstset{numbers=right, 
                numberstyle=\tiny, 
                breaklines=true,
                backgroundcolor=\color{light-gray},
                xleftmargin=\parindent,
                %xleftmargin=1cm,
                %xrightmargin=\parindent,
                numbersep=5pt} 
\lstset{language=SQL} 
\begin{document}
\lipsum[1]
\begin{lstlisting}{insert}
INSERT INTO Tabelle (Spalte1, Spalte2, Spalte3) VALUES (Wert1, Wert2, Wert3);
\end{lstlisting}
\lipsum[2]
\end{document}