Believe is the B in the ABC's of Christianity:
A - Admit to God that you are a sinner and repent and turn away from your sin.
B - Believe that Jesus is the Son of God and gave His life for you and me.
C - Confess your faith in Jesus as your Savior and Lord forevermore.
Works are not what save us - it is believe (and hence faith). Many religions put the ownership of salvation on the individual to work for it. There are certain things you must do to be saved is what they tell you. In Christianity, it is 100% by faith - not any work that we do. All you have to do ie believe. The book of Romans gives a good outline for salvation - often referred to as the Roman Road to Salvation (google it if you haven't heard of it before).