Do you not know that all of us who have been baptized into Christ Jesus were baptized into his death?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.
Romans 6:3-4 ESV
Baptize simply means to immerse or put in. Paul asks do we understand that we have been put into Christ? This means that spiritually we have died with Christ (to sin) and are raised with Him (new spiritual life). This doesn't mean that we don't sin. It means sin does not have to be our master anymore.