Let's read the story of the Pentecost in Acts 1:7-9: "And He said unto them, it is not for you to know the times and seasons, which the Father hath put in His own power. But ye shall receive power after the Holy Ghost is come upon you: and ye shall be witnesses unto me both in Jerusalem, and in all of Judea, and in Samaria, and unto the uttermost part of the earth." Then Acts 2:1-8 ­ "And when the day of Pentecost was fully come they were all with one accord in one place. And suddenly there came a sound from Heaven as a rushing mighty wind, and it filled all the house where they were sitting. And there appeared unto them cloven tongues like as of fire, and He sat upon each of them. And they were all filled with the Holy Ghost, and began to speak with other tongues, as the Spirit gave them utterance. And there were dwelling in Jerusalem Jews devout men, out of every nation under Heaven. Now when this was noised abroad, the multitude came together, and were confounded, because that every man heard them speak in his own language. And they were all amazed and marveled, saying one to another, Behold, are not all these which now speak Galileans. And how hear we every man in his own language, wherein we were born."

Notice the Scripture says they were filled with the Holy Spirit.  Review verse 4.

Each believer is baptized into the body of Christ (the Church) by the Holy Spirit when that person accepts Jesus Christ as his personal Savior. I Cor. 12:13: "For by one Spirit are we all baptize into one body, whether we be Jews or Gentiles, whether we be bond or free; and have all been made to drink into one Spirit."

Each believer is also commanded to be filled with the Holy Spirit each day of his life. Eph. 5:18 ­ "AND BE NOT DRUNK WITH WINE, WHEREIN IS EXCESS, BUT BE FILLED WITH THE SPIRIT." That "be filled" literally means not a one time experience! But be ye constantly being filled with the Holy Spirit. That is our great privilege as a child of God. 

I am going to quote here from Billy Graham's book "The Holy Spirit" please read this quote at least three times. 

"Quite clearly Jesus did not say that His death on the cross would mark the cessation of His ministry. The night before His death He repeatedly told the disciples that He would send the Holy Spirit." 

The night before He was to die, He told His disciples 'It is expedient for you that I go away: for if I go not away, the Comforter will not come unto you; but if I depart, I will send Him unto you.' (John 16:7 KJV) Before He could send the Holy Spirit, who is the Comforter, Jesus had to go away: first to the death of the cross; then to the resurrection; then the ascension into Heaven. Only after that could He send the Holy Spirit on the day of Pentecost. Before He ascended into Heaven He told them to stay in Jerusalem until they were 'baptized with the Holy Spirit not many days hence!' (Acts 1:5 KJV) 

That's why John the Baptist proclaimed the two-fold mission of Christ as first, 'the lamb of God which taketh away the sin of the world.' (John 1:29 KJV) Second, he predicted that Christ's ministry at Calvary would be followed by His ministry through baptism with the Holy Spirit (John 1:33). 

When Christ arose from the dead this baptism with the Spirit that was to signify the new age still lay in the future; but it was to occur fifty days after the resurrection. 

Ten days after the ascension, Pentecost dawned. The promise was fulfilled. The Holy Spirit came on 120 disciples.  A little later when Peter was explaining it to a much larger crowd, he referred to the gift as 'the gift of the Holy Spirit.' (Acts 2:38 KJV)