Muslims do believe that Isa (A.S.) was sent down as a Prophet of Allah (God), but he (Jesus) is not God or Lord, nor the son of God. Muslims do not believe that Isa (A.S.), also known as Jesus by Christians and others, is dead or was ever crucified. We believe that he was raised to heaven and is there, and will descend at the appointed time, end all wars, and bring peace to the world. Like Jesus (A.S.), Muhammad (Peace be upon him) is also a Prophet and Messenger. Muhammed (P.B.U.H.) is the last Prophet, though, and there is none after him. Hence, Islam is the last religion, complete, with the Holy Qur'an as the unchanged and perfect word of God for over 1400 years, as God promised to preserve it till the last day for all of humankind, unlike sacred texts of other religions which have mulitple versions and are "revised" periodically. God, or Allah in Arabic, is Divine and Supreme Being and Creator.

What the Holy Qur'an says about Jesus:

They slew him not, nor did they crucify him but it was made dubious to them.
(Holy Qur'an, Surah Nisaa, Verse 157)

Hadhrat Isa (A.S.) himself told of the coming of Prophet Muhammad (Peace be upon him). In the Bible, Jesus (A.S.) says,

If you love me, Keep my commandments. And I will pray to the Father and He shall give you another comforter that he may abide with you forever.
(Bible, John 14-15/16)

But when the comforter is come, whom I will send unto you from the Father, even the spirit of Truth, which proceedeth from the Father, he shall testify of me, and he also shall bear witness, because ye have been with me from the beginning.
(Bible, John 15-26/27)

I have yet many things to say unto you, but you cannot bear them now. How be it when he, the spirit of Truth will come, he will guide you into all truth, for he shall speak not of himself, but whatsoever he shall hear, that he shall speak, and he will show you things to come. He shall glorify me, for he shall receive of mine, and he shall show it unto you.
(Bible, John 16-12/14)