Baird made his debut for Southampton on 22 March 2003 as a late substitute for David Prutton in a 2–2 draw at home to Aston Villa. His second appearance came in a 6–1 defeat at Arsenal, when he came on after 26 minutes to replace Fabrice Fernandes, with Arsenal already 5–0 up. Baird's first start came on the final day of the 2002–03 League season, in a 1–0 win at Manchester City. A week later, he started for Southampton in the 2003 FA Cup Final, also against Arsenal. Southampton lost the match 1–0, but Baird was voted as the Saints man of the match.