So they believe that they are already saved, right? Because Christ gave them the second nature and they can sin but they are already saved?!
They say that if they really "accept Christ in their hearts," they become unable to "practice sin," to live a life of deliberate, gross sin. Of course, they do not deny that every now and then they commit sins, but then Christ forgives these sins if those who commit these sins repent.
I think that in order to understand this "once saved, always saved" mentality, you need to look at it historically. What triggered the Western European Reformation of the 16th century was, essentially, people's disappointment in the "meritorious" concept of salvation. Luther, Zwingli, Calvin and other great Reformers just could not stand the idea that a human being should "EARN" his or her salvation.
Luther was a very austere ascetic Augustinian monk in his youth, he prayed day and night, fasted, did prostrations, etc., and yet he was horrified all the time that somehow, in some way, he is still not "good enough" in God's eyes. From this, he suddenly leaped into another extreme: he became fascinated by St. Paul's epistles where the apostle talks about being saved BY GRACE and not "by works." That happened in the middle of the infamous "indulgencies scandal," heated by the growing German nationalism and an anti-Roman, anti-Italian sentiment. Luther and his followers began to look at the Roman Church as apostatic, a group of usurpers who distorted the message of St. Paul's epistles, changing it into a false message of "earning salvation" by "works" (actually by strict obedience and monetary payments to the Roman hierarchy). In one of his letters, written when he was already in his late 40-s, Luther even wrote to one of his younger followers that it's a good thing to NOT be an ascetic of any kind, not to do any of these stupid "popish" "works: a man should eat a lot, drink, marry, father a lot of children, enjoy this earthly life in its fullest; the only important thing is "to know Christ." And when the devil tempts you to sin, wrote Luther, you should just laugh in his face and say, "Ha, you can't get me, I know Christ!"
Calvin had a somewhat different idea about Christian life. He was, first and foremost, a scholar, a "nerd" (while Luther was more of a propagandist and crowd-pleaser). Like Luther, Calvin, too, maintained that a human being is saved not by works, but solely by the grace of God. But he also developed a theology of "total depravity" and "irresistible grace." According to this theology (which Calvin to some extent borrowed from St./Bl. Augustine), God from the beginning, even before the creation of the world, predestined only some - maybe, actually, only a few! - people to receive His grace and be saved. The rest are "the reprobate" - left to their own devices, "passed over" by God's grace. The predestined, the "elect" cannot resist God's grace: they receive it and become instantaneously "regenerated," reborn, essentially saved, ready to enter into the Kingdom of God. They still need to be "sanctified," but this "sanctification" is, according to Calvin an automatic follow-up to the regeneration of the elect.
Also, Calvin developed a theory of "forensic justification." In short, this theory states that neither the elect nor the reprobate can become in any way worthy in God's eyes. But God "credits" Christ's righteousness to the elect, and that saves them from God's just and holy wrath. So, if you are an elect (and you can be sure you are, if you think that you truly believe in the Gospel and attend your local church), then your sins will be forgiven for Christ's sake.
Of course, these theological constructions are alien to the Orthodox Church. We, too, believe that we are being saved by grace and not by our own merit; but we also believe in the "synergy" between God and man. We do not see ourselves as puppets who are merely "played" by the Divine Grace. Rather, we see ourselves as "God's fellow workers." We are trying all our lives to "work our salvation with fear and trembling."