Baptism is an important step in your journey as a follower of Christ;  it's an outward symbol of the work God has already done in your life. Jesus died and was raised again so that we can have a relationship with God.  When you make the decision to accept Christ as your Savior and give Him the steering wheel of your life, the Bible says that your old way of life is dead, (symbolized by going under the water) and that you are now beginning a new life with Christ (symbolized by coming up out of the water).  Baptism helps us understand our connection to Jesus in His death, burial, and resurrection.

It's important that we understand that baptism doesn't make you a believer - it shows that you already believe. Baptism does not "save" you, only your faith in Christ does that.  Baptism is like a wedding ring - it's the outward symbol of the commitment you make in your heart.  

"For it is by grace you have been saved, through faith... it is the gift of God - not by works, so that no one can boast."  - Ephesians 2:8-9

"Or have you forgotten that when we became Christians and were baptized to become one with Christ Jesus, we died with Him?  For we died and were buried with Christ by baptism.  And just as Christ was raised from the dead by the glorious power of the Father, now we also may live new lives."  -  Romans 6:3-4

"Christ died for our sins... He was buried... and He rose again."  -  1 Corinthians 15:3-4

"For when you were baptized, you were buried with Christ, and in baptism you were also raised with Christ."  -  Colossians 2:12

"When someone becomes a Christian he becomes a brand new person inside. The old life has passed away and a new life has begun!"  -  2 Corinthians 5:17