At our recent baptism (see this post, and this post), Gordon gave an explanation of what baptism is, and what is symbolises. This short talk (about seven minutes), can be heard here.

The actual baptism can be heard here.

"Or don't you know that all of us who were baptized into Christ Jesus were baptized into his death? We were therefore buried with him through baptism into death in order that, just as Christ was raised from the dead through the glory of the Father, we too may live a new life." -- Romans 6:3-4 (NIV)