You just have to accept Him into your heart as your Savior. We receive the Holy Spirit by simply receiving the Lord Jesus Christ as our Savior (John 3:5-16). When do we receive the Holy Spirit? The Holy Spirit becomes our permanent possession the moment we believe. It is by grace we are saved through faith. Baptism is NOT required for salvation. Remember the thief who died next to Jesus. Jesus told him that “Tonight you will be with me in paradise” I believe that Jesus said what He meant.
Do Christians believe that baptism is an important part of out walk with the Lord? Absolutely. We should all be baptized just as Jesus was. However, it is not required for salvation. God bless you!!! :):)