http://www.desiringgod.org/ResourceLibrary/Sermons/ByDate/2009/3865_The_Free_Will_of_the_Wind/
John 3:1-10 says,
" Now there was a man of the Pharisees named Nicodemus, a ruler of the Jews. 2 This man came to Jesus by night and said to him, “Rabbi, we know that you are a teacher come from God, for no one can do these signs that you do unless God is with him.” 3 Jesus answered him, “Truly, truly, I say to you, unless one is born again he cannot see the kingdom of God.” 4 Nicodemus said to him, “How can a man be born when he is old? Can he enter a second time into his mother’s womb and be born?” 5 Jesus answered, “Truly, truly, I say to you, unless one is born of water and the Spirit, he cannot enter the kingdom of God. 6 That which is born of the flesh is flesh, and that which is born of the Spirit is spirit. 7 Do not marvel that I said to you, ‘You must be born again.’ 8 The wind blows where it wishes, and you hear its sound, but you do not know where it comes from or where it goes. So it is with everyone who is born of the Spirit.” 9 Nicodemus said to him, “How can these things be?” 10 Jesus answered him, “Are you the teacher of Israel and yet you do not understand these things? "
Nicodemus was a religious man, the leader of the Jews, but he was not born again. This implies that one can be religious but not have salvation at the same time. John Piper explains it better, "So it is possible that you see the work of God in Jesus without God being at work in you." But then Jesus tells us in verse 3, "Truly, truly, I say to you, unless one is born again he cannot see the kingdom of God."
If we want to receive salvation, being born again isn't something optional. It's a requirement.
Verse 8 talks about the wind blowing wherever it wishes. This is talking about the free will of the Holy Spirit. John Piper points out a few things about the Spirit:
1) The Spirit is not constrained by us. It goes where it wills, because it is free.
2) You cannot see the Spirit but you can see and feel the effects of it.
3) As Jesus says in verse 8, "you do not know.." we don't know where the Spirit comes from nor where it will lead us. "We do not originate the movement of the Spirit.. It works in ways we do not fully understand."