Then said they unto him, What shall we do, that we might work the works of God? Jesus answered and said unto them, This is the work of God, that ye believe on him whom he hath sent.
It is true that we are not saved by any work that man performs. Salvation is an act of God that He performs in the life of each believer by His grace. Salvation is a gift of God that He grants to us by His mercy (Romans 5:18). There is no work that we can perform to earn that gift of salvation (Ephesians 2:9).
When we first believe, that is an act of God's grace. When we repent and surrender to Him, that is an act of God's grace. Baptisms of water and the Holy Spirit are acts of God's grace as well. The Ephesian letter says that these are not works of man, but of God, and that therefore no man can boast about these things.
For by grace are ye saved through faith; and that not of yourselves: it is the gift of God: not of works, lest any man should boast. For we are his workmanship, created in Christ Jesus unto good works, which God hath before ordained that we should walk in them.
We are saved by faith -- faith expressed in acts of love (Galatians 5:6). Because everything good has its source in God, we are not saved by anything that we do but by the marvelous acts of God that He performs in our lives.