I have actually had the discussion with our pastor when I was an altar boy. I asked about the friends of mine that were not Catholic and what would happen. Told him I didn't think it was fair. He basically said the nun who said it was full of crap and that God will look at people as being good or not, and accept them based on that. I knew long before the answer to the question. But yes there are a lot of morons who believe that only through their religion can you go to heaven. There are versions of babtists who believe all Catholics will go to hell, because they haven't been bad enough to have been born again into the Church. They say one must have done agregously wrong and repented in order to be accepted into the eyes of the Lord. We have a couple of those at work.
So I guess in their eyes, if I haven't murdered, raped a dog, or something along those lines then I can't be saved. I always want to ask what they did that was so bad they they are sure they are "saved".