Lying

Hi, hello. This is a question that always constantly plagues my mind. We read in the bible that lying is wrong and it is taught to us from the time we can speak. Its wrong and the truth always will set a person free. Here is one thing that sometimes troubles me. What if lying will save someones life? I am not talking about the death penalty or anything because in that case if a person tells the truth they are more likely to not get the death penalty. I mean what if there is a person looking for someone because they want to kill them and they show up at your door looking for the person. What should you do in that situation? They have a gun and are going to kill them if they find them. Is it wrong to lie then to protect that person?