Well we do all of the steps at once - confess that we believe that Jesus is the Son of God, repent of our sins and are baptised for the remission of those past sins.
We are doing the same thing but you apparently only use baptism as joining the local congregation or something. We believe it is one of the steps of accepting the salvation offered.
And if we leave out baptism - we feel we are not completing the instructions given as we then are not following the verses that say whoever believes and is baptised will be saved.
For a better explanation of the interpretation of the scripture listen to yukong and LucyJo. They are more knowledgeable of the Bible and the explanations than I am.
What if you sin after you are baptized? What then do you do?