Part 1: Do You Really Believe That?
The message of the cross is utter foolishness to an unbelieving world from 1 Corinthians 1:18-25.  
Part 2: Consequences
In order to understand the need for the cross of Jesus Christ, you must understand the nature of your sin from Romans 3:10-20.  
Part 3: The Price To Be Paid
In order to trully understand the need for the cross of Jesus Christ, you must understand the penalty that your sin requires to be paid from Revelation 20:11-15.