Jesus Christ taught that all people must be baptized of water and also of the Spirit (see John 3:5). Baptism by water must be followed by baptism of the Spirit, which is sometimes referred to as the baptism of fire. President Marion G. Romney taught: “The importance of receiving the gift of the Holy Ghost is beyond expression. It is the baptism of fire referred to by John. (See Luke 3:16.) It is the ‘spirit’ birth of which Jesus spoke to Nicodemus [John 3:5]” (in Conference Report, Apr. 1974, 134; or Ensign, May 1974, 92).
Elder David A. Bednar of the Quorum of the Twelve Apostles clarified that being confirmed does not mean that person has received the baptism of the Spirit:
“Following our baptism, each of us had hands placed upon our head by those with priesthood authority and was confirmed a member of The Church of Jesus Christ of Latter-day Saints, and the Holy Ghost was conferred upon us (see D&C 49:14). The statement ‘receive the Holy Ghost’ in our confirmation was a directive to strive for the baptism of the Spirit.
“The Prophet Joseph Smith taught: ‘You might as well baptize a bag of sand as a man, if not done in view of the remission of sins and getting of the Holy Ghost. Baptism by water is but half a baptism, and is good for nothing without the other half—that is, the baptism of the Holy Ghost’ (History of the Church, 5:499). We were baptized by immersion in water for the remission of sins. We must also be baptized by and immersed in the Spirit of the Lord, ‘and then cometh a remission of your sins by fire and by the Holy Ghost’ (2 Nephi 31:17)” (in Conference Report, Apr. 2006, 29; or Ensign, May 2006, 29).
Elder Lynn A. Mickelsen of the Seventy explained that through the Atonement of the Savior, the baptism of fire brings a cleansing from sin: “Through the Atonement, the Savior, giving Himself as the ransom for our sins, authorizes the Holy Ghost to cleanse us in a baptism of fire. As the Holy Ghost dwells in us, His purifying presence burns out the filthiness of sin. As soon as the commitment is made, the cleansing process begins” (in Conference Report, Oct. 2003, 11; or Ensign, Nov. 2003, 12).