Matthew 28:19-20 Go ye therefore, and teach all nations, baptizing them in the name of the Father, and of the Son, and of the Holy Ghost: (20) Teaching them to observe all things whatsoever I have commanded you: and, lo, I am with you alway, even unto the end of the world. Amen.
The Third thing Jesus told his disciples was to baptize. Baptism is a symbol of letting go of the old life and beginning a new life with God. Salvation is of grace, a gift from God. Baptism is a show of obedience to follow God. It shows the death, burial and resurrection of Jesus Christ. Once you are saved you follow the example of Jesus in baptism. It shows the death of your old self, the burial of it, and being raised up to follow Jesus.
Baptism does not save you. Only giving your heart to Jesus can save you.