You can never lose your salvation.

This is called the "Once-Saved-Always-Saved" (OSAS) doctrine. It’s a fairly deep subject, and there are many verses that directly contradict it. One such verse is found in Hebrews 10:
If we deliberately keep on sinning after we have received the knowledge of the truth, no sacrifice for sins is left, but only a fearful expectation of judgment and of raging fire that will consume the enemies of God.

The writer is talking about saved individuals here, not unsaved sinners. Preachers will tell you there is nothing in the verse that says the person was saved in the first place. "After receiving the knowledge of the truth" doesn’t mean you hear a sermon, leave the church building, and then be forever lost because you didn’t respond to the Good News. Note as the section continues:
Anyone who rejected the law of Moses died without mercy on the testimony of two or three witnesses. How much more severely do you think a man deserves to be punished who has trampled the Son of God under foot, who has treated as an unholy thing the blood of the covenant that sanctified him, and who has insulted the Spirit of grace? For we know him who said, "It is mine to avenge; I will repay," and again, "The Lord will judge his people." It is a dreadful thing to fall into the hands of the living God. NIV (Heb 10:26-31)

Pretty scary stuff. God didn't sacrifice His Son so that a person could thumb his nose at Him so they could go back to a life of sin. For an in-depth look and more scriptures that contradict OSAS, go to this article.