I know your Protestant semi-literate pastor tells you so. But you don't have to stay ignorant. Read the Bible every now and then:
baptism being of the like [water] form, now saveth you also: not the putting away of the filth of the flesh, but the examination of a good conscience towards God by the resurrection of Jesus Christ. (1 Peter 3:21)
It’s not “protestant” but one group. Our Lutheran brethern believe Christ’s words on baptism