What exactly is "being saved" referring to?

"Not every one that saith unto me, Lord, Lord, shall enter into the kingdom of heaven; but he that doeth the will of my Father which is in heaven. " Matthew7:21

Although we are saved, we are still sinning by day and confessing by night, we are still not doing the will of our Father in heaven.

But Paul said, "For with the heart man believeth unto righteousness; and with the mouth confession is made unto salvation." Romans10:10

So, What exactly is "being saved" referring to?