Work is not the appropriate place for theological debates. You will do nothing but annoy each other and work is annoying enough. As a Catholic, “debates” are misleading, because they imply that there is room to give on doctrine. Catholic doctrine, however, is pretty well set in stone, having been confirmed by God himself.
In a non-work setting, you should only only have discussions about how your beliefs are similar or different, explaining up front that your beliefs are closed and not subject to change. Do not expect to change their minds either; seek only to understand them better. If you can get a good, honest dialog, you may help open them to the Holy Spirit.
The Holy Spirit, alone, can convert a hardcore Protestant.
I said I had been baptised, one of them said to me that if I were not fully immersed in water than I was not baptised just christened.
I am uncertain what they mean. As Catholics, we use “Christening” as a shorthand for baptism. Christ was baptized in the Jordan River, however, Christ was already free of all sin. We do not slavishly imitate Christ’s baptism, but use the species (water), that he ordained for the remission of sin and admittance to his Holy Church.
I know she is wrong but how do I explain it to her?
You can look through the Catholic.com library (links in the header) to get more information, however, I do not believe discussing this with co-workers is appropriate. You could also refer the individual to certain articles if she honestly wants to know about your beliefs. I suspect she may be trying to undermine them, in which case you should simply stop discussing this altogether.