Before we can be baptized, we must first (as it says in Romans) "die unto sin". We have to rid ourselves of those sins as if they had died, and are buried. Then we must live in Christ and forget those sins in our past as we leave behind the dead.
Baptism is a type of Christ's death and Resurrection, after all. It is meant to remind us of the natural man dying, and being raised again in Christ's image into a new and purified life that we consecrate to God. When someone is not baptized by immersion they lose the direct link to Christ's Resurrection. They lose all of the symbolism contained in it.
If we control our actions and continually try to live as disciples of Christ, remembering our rebirth and dedication to his gospel, then it is easy to follow his laws and commandments. We can always return to him if we make a mistake, and beg forgiveness of him, but it is easier to just avoid temptation and mistakes before we can give in to them. Christ has given us the chance to repent and be washed clean over and over, and as we take the sacrament we are reminded of that covenant and promise.
Ideally, our connection to the natural man is severed at baptism, and God replaces the natural man as the focus of our actions. We do all things in the name of God, not in our own name. We seek to always do His will, not our own. This does not mean that we have to always do things we don't want to, it instead means aligning our will with God's so that the things we desire are also the things he would desire of us. People often complain that religion is restrictive and abrasive, destroying our agency. This isn't true. If you always seek to want the things God wants for you, then you will never feel restricted.
Submission to God's will is the path to real freedom. Submission to the flesh leads to addictions, controls, and bonds from which we cannot free ourselves. Submission to God leads to blessings, and ultimately eternal life. The best way to tell if something is a righteous desire is by asking yourself if you could do it with God looking on. If he were standing right there, could you smoke a joint? Could you hit that person? Could you see him walking beside you as you carry out those actions? The fruit of your actions need to be something you would be proud of showing God. You need not be ashamed of righteous actions, only of unrighteous ones. True freedom comes from understanding that choice.