We must keep the law in order to be saved?

This short dialogue was in a chat room on paltalk.com.  He was rabidly against the teaching of once saved always saved.  I began this dialogue with him after he said the following:

If Calvinism is the gospel or supported the gospel, then it's followers could correctly call themselves Christians, but because it DENIES the gospel, then it's ANOTHER Gospel

I'm not here to defend or deny Calvinism per se, but Calvinism does not deny the gospel which is the death, burial, and resurrection of Christ.  The gospel is what saves us (1 Cor. 15:1-4).  Larry (not his real name) is simply wrong.  I began to dialogue with him about this issue and he said "Preachers today are teaching people to sin by teaching Luther and Calvin."  Of course, this intrigued me and I began a conversation with him after he started talking about it being necessary to keep the law to be saved.  Following is the brief conversation before he stopped talking to me.

Matt: Must we keep the commandments of God to be saved?
Larry: Yes, you must.
Matt: Okay, then may I ask which commandments we must keep in order to become saved?
Larry: All of them.
Matt: Are you keeping all the commandments?
Larry: I strive.
Matt: Excuse me, but if you are striving, that means you are not keeping them all. Then doesn't that mean you are not saved?
Larry: Why not let God judge?
Matt: But, if you must keep all the commandments to be saved, and you are not keeping them, then doesn't that mean you aren't saved?
Larry: Rahab lied to hide the spies, did she perish for lying?
Matt: Are you saying it was okay for Rahab to lie? After all, if she did and she didn't go to hell, then she stayed saved without keeping the commandments.
Larry: That's right.
Matt: But isn't that a contradiction? You said you must keep the commandments and yet she did not and she is saved. So which is it? Must we keep the commandments to be saved or not?
Larry: Go search out the book of the Lord and read.
Matt: Are we justified by faith or by keeping the commandments?
Larry: I already showed you the truth that Rahab lied and was JUSTIFIED for her faith,
Matt: I know, but please be patient with me. Was Rahab's lie NOT a sin?
Larry: No, it was not sin.
Matt: If the Bible says to not lie and she lied, how could it not be a sin?
Larry: Rahab was justified by faith.  If you don't understand that, all I can say is that that is what the scriptures say.  If you say that the scriptures contradict themselves, it appears so.  But I do not believe so.
Matt: So then, the lie of Rahab was not a lie?
Larry: My advice to you is to pray about it and to ask the Lord to open it up to you.
Matt: Are we justified by the law then?
Larry: Look at what justified Abraham in James 2, but we are not justified by keeping the law. But Rahab, look at what Rahab did.  She lied to save others and she was still justified.
Matt: Are you saying that it is okay to lie depending on the situation?
Larry: Yes, I am.
Matt: Please excuse me, but it sounds like you are saying that grace allows us to sin since you said it was okay to lie depending on the situation.
Larry: They said Paul was saying that too, but he wasn't any more than me. They said Paul preached "let us sin that grace may abound."  No, he didn't teach sin that grace may abound, but he DID SAY that some said he said it.
Matt: I see what you are typing Larry, but, I can't help but think that you are saying it is okay to lie, depending on the circumstance, because the grace of God allows us to. Is that right?
Larry: You are saved by grace, and grace teaches, and you must obey grace.  Preachers today are teaching people to sin by teaching Luther and Calvin.
Matt: But, isn't grace that which is not of the law?

Larry stopped talking to me at this point.  I suspect it is because he cannot make his system of thought work very well.
By way of correction, we are justified before God by faith, not by works (Rom. 5:1; Eph. 2:8-9).  The reason we do good works is because we are saved, not to get saved and not to keep ourselves saved.