You're right; unlike some religions and philosophies, Christians reject the idea of reincarnation (the belief that once we die, we'll return to earth -- not necessarily as humans -- for many lifetimes).
One reason Christians don't believe in reincarnation is because Jesus clearly taught that once we die, we'll enter eternity -- either to be with God in heaven, or to go to that place of utter hopelessness the Bible calls hell. In fact, some of Jesus' most solemn warnings concerned the reality of hell -- and some of His most comforting words concerned the reality of heaven. To His disciples He promised, "My Father's house has many rooms.... I am going there to prepare a place for you" (John 14:2).
Behind this promise is a very profound truth: By His death and resurrection, Jesus destroyed death's power over us. You see, only one thing can keep us out of heaven, and that is our sin. But you can't cleanse yourself of your sins no matter how hard you try or how many lifetimes you live. This is why we need Christ, for He took upon Himself the penalty for our sins -- and now He offers us eternal life as a free gift. The Bible says, "The wages of sin is death, but the gift of God is eternal life in Christ Jesus our Lord" (Romans 6:23).
This is the only life you'll ever live -- and you should take that truth very seriously. By a simple act of faith put your life into Christ's hands -- now, and forever.