Lying is not always a bad thing for a player. Many DMs are extraordinarily fair and give the players every chance to succeed. Lying to those DMs is a crime, because their primary purpose is to create a memorable tale and to allow the players to be heroes in that tale. If your character encounters a difficulty, it is an opportunity to build the character by either overcoming the challenge or by learning from failure.
But there are DMs who are not like that, who view their role as being in opposition to the players. These DMs can be the worst sort of bullies, because they control the entire world, and even the gods themselves, so they can make the lives of the player characters a living hell. The wisest thing to do would be to just walk away and find other folks to play with, but that is not as easy as it once was.
That means that there are DMs to whom lying can be not only useful, but just. If the DM is determined not to give your character a fair shake, if he feels that the monsters need a lot of help because the players keep killing them, if he bends the rules or forgets them unless they are to the detriment of the player characters, then lying might be in order, especially if you can’t find another game (which is always the best option!). Whether by luck or by the nature of those DMs, I’ve found they often don’t know the rules very well, and players can get benefits from this by misinterpreting or misquoting the rules. Now, I don’t really like games that take this turn, but I know they happen all too often, and if you’re stuck with the DM, then you’ve got to make things work, right?
For those DMs who don’t want to be lied to, take the hint. Read through my Gamemastering Guidelines and see if they work for you. You might also read the posts I’ve written entitled the Play is the thing. And consider installing a dungeonmaster safety switch. It certainly couldn’t hurt.