Fiqh-us-Sunnah Volume 1, Purification and Prayer, Fiqh 1.052A.

New converts to Islam must perform ghusl. Abu Hurairah reported that Thumamah al-Hanafi was captured. The Prophet, upon whom be peace, passed by him and said, “What do you have to say for yourself, O Thumamah?” He said, “If you kill me, you would be killing a relative. If you give me a bounty (set me free), I would be thankful. If you want wealth (as a ransom), we can give you what you wish.” The companions of the Prophet preferred the ransom and said, “What would we get if we killed him?” One time when the Prophet passed by him, he finally embraced Islam. The Prophet, upon whom be peace, untied him and told him to go to the garden of Abu Talhah and perform ghusl. He performed ghusl and prayed two rak’ah. The Prophet said, “Indeed, your brother became a fine Muslim.” This hadith is related by Ahmad. There is also a source for the story in reports by al-Bukhari and Muslim.