Proctor is asked this question by Reverend Hale in act two. Hale has come to the Proctor household, to get a better idea of who the Proctors are, and what their beliefs are. He mentions that Elizabeth's name "has been mentioned" in the courts, and he likes to get a feel for the people that are discussed, a feel for who they are for himself, separate of the courts. He is a stranger in the town, so drops by to visit.
During the course of their conversation, Hale expresses concern that the Proctors haven't been to church as often as they should, and that their third son, born recently, hadn't been baptized. John and Elizabeth, after explaining that she had been sick a lot, which made it hard to get to church, come out with the real heart of the matter: they dislike Parris. Proctor has serious issues with Reverend Parris, if you hadn't noticed from act one. Parris and Proctor argue vehemently over the fact that Parris's lectures are all "Hellfire and bloody damnation." Proctor doesn't want to get a guilt-trip, or to bring his kids to church to be terrified; Parris's sermons are frightening and overly intense. Proctor mentions this to Hale. He also tells Hale that Parris is overly concerned with money; he preached about getting golden candlesticks, and wants the mortgage to the meetinghouse. This chafed John, and made him dislike Parris even more. To put it simply, Proctor tells Hale, "I see no light of God" in Reverend Parris, and as a result, "like it not that Mr. Parris should lay his hand upon my baby." Parris would be the one performing the baptism, and because Proctor didn't really think that Parris was a good representative of God, didn't want him baptizing his son. I hope that helps a bit; good luck!