From: Mark 1:7-11
The Ministry of John the Baptist
 And he (John the Baptist) preached, saying, "After me comes he who is mightier than I, the thong of whose sandals I am not worthy to stoop down and untie.  I have baptized you with water, but he will baptize you with the Holy Spirit."
Jesus Is Baptized
 In those days Jesus came from Nazareth of Galilee and was baptized by John in the Jordan.  And when he came up out of the water, immediately he saw the heavens opened and the Spirit descending upon him like a dove;  and a voice came from heaven, "Thou art my beloved Son; with thee I am well pleased."
8. "Baptizing with the Holy Spirit" refers to the Baptism Jesus will institute and shows how it differs from the baptism of John. In John's baptism, as in the other rites of the Old Testament, grace was only signified, symbolized. "By the baptism of the New Law, men are baptized inwardly by the Holy Spirit, and this is accomplished by God alone. But by the baptism of John the body alone was cleansed by the water" (St. Thomas Aquinas, "Summa Theologiae, III, q. 38, art. 2 ad 1). In Christian Baptism, instituted by our Lord, the baptismal rite not only signifies grace but is the effective cause of grace, i.e. it confers grace. "Baptism confers the first sanctifying grace and the supernatural virtues, taking away Original Sin and also personal sins if there are any, together with the entire debt of punishment which the baptized person owes for sin. In addition, Baptism impresses the Christian character in the soul and makes it able to receive the other sacraments" ("St. Pius X Catechism", 295). The effects of Christian Baptism, like everything to do with the sanctification of souls, are attributed to the Holy Spirit, the "Sanctifier". It should be pointed out, however, that like all the "ad extra" actions of God (i.e. actions external to the intimate life of the Blessed Trinity), the sanctification of souls is the work of all three Divine Persons.
9. Our Lord's hidden life takes place (apart form his birth at Bethlehem and the time he was in Egypt) in Nazareth of Galilee from where he comes to receive John's baptism.
Jesus has no need to receive this baptism of conversion. However, it was appropriate that he who was going to establish the New Alliance should recognize and accept the mission of his Precursor by being baptized with his baptism: this would encourage people to prepare to receive the Baptism which WAS necessary. The Fathers comment that our Lord went to receive John's baptism in order to fulfill all righteousness (cf. Mt 3:15), to give us an example of humility, to become widely known, to have people believe in Him and to give life-giving strength to the waters of Baptism.
"Ever since the Baptism of Christ in the water, Baptism removes the sins of all" (St Augustine, "Sermon" 135).
"There are two different periods of time which relate to Baptism--one the period of its institution by the Redeemer; the other the establishment of the law regarding its reception. [...] The second period to be distinguished, that is, the time when the law of Baptism was made, also admits of no doubt. Holy writers are unanimous in saying that after the Resurrection of our Lord, when he gave to his Apostles the command to go and 'make disciples of all nations, baptizing them in the name of the Father and of the Son and of the Holy Ghost' (Mt 28:19) the law of Baptism became obligatory on all who were to be saved" ("St. Pius V Catechism", Part II).
10. The visible presence of the Holy Spirit in the form of a dove marks the beginning of Christ's public ministry. The Holy Spirit will also appear, in the form of tongues of fire, on the occasion when the Church begins its mission to all the world on the day of Pentecost (cf. Acts 2:3-21).
The Fathers usually interpret the dove as a symbol of peace and reconciliation between God and men. It first appears in the account of the flood (Gen 8:10-11) as a sign that God's punishment of mankind has come to an end. Its presence at the beginning of Christ's public ministry symbolizes the peace and reconciliation he will bring.
11. At the very beginning of his public life the mystery of the Holy Trinity is made manifest: "The Son is baptized, the Holy Spirit descends in the form of a dove and the voice of the Father is heard" (St Bede, "In Marci Evangelium expositio, in loc."). "The Holy Spirit dwells in him," the same author goes on, "but not from the moment of his Baptism, but from the moment he became man." In other words, Jesus did not become God's son at his Baptism; he is the Son of God from all eternity. nor did he become the Messiah at this point; he was the Messiah from the moment he became man.
Baptism is the public manifestation of Jesus as Son of God and as Messiah, ratified by the presence of the Blessed Trinity.
"The Holy Spirit descended visibly in bodily form upon Christ when he was baptized so that we may believe him to descend invisibly upon all those who are baptized afterwards" (St Thomas Aquinas, "Summa Theologiae", III, q. 39, a. 6 and 3).
Source: "The Navarre Bible: Text and Commentaries". Biblical text taken from the Revised Standard Version and New Vulgate. Commentaries made by members of the Faculty of Theology of the University of Navarre, Spain. Published by Four Courts Press, Kill Lane, Blackrock, Co. Dublin, Ireland. Reprinted with permission from Four Courts Press and Scepter Publishers, the U.S. publisher.