Hi Tina,
Based on what you have told us, I assume both of you were baptized in a mainline Protestant denomination. This is good, seeing most of them have a valid Trinitarian baptism. Seeing that both of you are asking to get married in the Catholic Church, I'm assuming you want to become Catholic. There would be no reason why a Protestant couple that is unmarried, would want to be married in the Catholic Church, unless they believed in the faith.
That said, I would advise both of you to make an appointment with the local pastor at the nearest Catholic parish to share with him your desires and plans. The pastor can help you find your baptismal certificate, and if there is none, the Church can conditionally baptism you. There shouldn't be a problem having your children baptized. All the Church requires is that there is a good hope that the children will be raised Catholic. Each new candidate for Baptism needs one male Catholic Godparent and one female Catholic Godparent, both in good standing with the Church. Talk to your pastor about this, if you think it is an issue; I'm sure he can help.
I've searched the knowledge base for you and have come up with several postings that should shed some light on your question.
I hope this helps,
Mike
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