Christianity is the ONLY belief by which a person receives God's Holy Spirit. For instance... in Islam they serve Allah. Allah and the God of the Bible are not the same. Ask any muslim and they will tell you that Allah has no son. God of the Bible DOES have a son and that would be Jesus. One can only receive God's Holy spirit by placing their faith in Jesus as their Savior. The moment a person places their faith in Jesus as their Savior, God sends His Holy Spirit to live in that believer, and they are sealed by God's Holy Spirit which means they will never lose their salvation. Ephesians 1:13-14 states it best.
Ephesians 1:13-14
New International Version (NIV)
13 And you also were included in Christ when you heard the message of truth, the gospel of your salvation. When you believed, you were marked in him with a seal, the promised Holy Spirit, 14 who is a deposit guaranteeing our inheritance until the redemption of those who are Gods possessionto the praise of his glory.