Romans 6:3 - 5
ESV - 3 Do you not know that all of us who have been baptized into Christ Jesus were baptized into his death? 4 We were buried therefore with him by baptism into death, in order that, just as Christ was raised from the dead by the glory of the Father, we too might walk in newness of life.
For follow-up discussion and general commentary on the topic. Comments are sorted chronologically.
When you accept Jesus Christ as your Lord and savior, automatically you are embraced with Him and baptized. Baptism in water is only a ceremony or ritual. It is not mandatory that one should get water baptized. This is my personal opinion. You must always walk with Him and commune with Him. That is the important factor to bear in mind.