In addition to higher Tc compared with the ubiquitous cuprates for a material composed of a single electronically active layer, the newly discovered LnFeAsO superconductors offer additional compositional variation. In a similar fashion to the CuO2 layers in cuprates, the FeAs layers now dominate the electronic states that produce superconductivity. Cuprate superconductors distinguish themselves structurally by adopting different stacking of the Cu-O and electronically inactive "spacer" layers. Using the same structural philosophy, materials with the formula (A,K)Fe2As2,A=Ba or Sr have been reported and possess a Tc~38 K. Here, we report the neutron diffraction studies of BaFe2As2 that shows, in contrast to previous studies on the LnFeAsO materials, an antiferromagnetic transition which concurs with first-order structural transition. Although the magnetic and structural transitions occur differently in the AFe2As2 and LnFeAsO-type materials, this work clearly demonstrates that the complete evolution to a low symmetry structure is a pre-requirement for the magnetic order.