If we were to "obey" Jesus' words then we would have repentance first ( which means in Greek to change the mind - which in this context means to rely on what God has done and not ourselves ) - then we believe and receive Christ, are sealed with the Holy Spirit when He baptizes us into the body of Christ. Then we get water baptized to show as a symbol what happened to us when we believed in Christ.
Mark 1:14-15 (NASB)
[SUP]14 [/SUP] Now after John had been taken into custody, Jesus came into Galilee, preaching the gospel of God,
[SUP]15 [/SUP] and saying, "The time is fulfilled, and the kingdom of God is at hand; repent and believe in the gospel."
Ephesians 1:13 (NASB)
[SUP]13 [/SUP] In Him, you also, after listening to the message of truth, the gospel of your salvation—having also believed, you were sealed in Him with the Holy Spirit of promise,