We are told that God will have mercy on whom ever he chooses to have mercy, and because we know we worship a Just God we can rest easy for those who truly have never officially heard of him, but still fostered a place for him in there hearts.. (We are all programed to seek out God.)
But, at the same time don't try and fool yourself into thinking that not responding to the call when you hear it is the same thing. In both cases it comes down to a matter of the Heart. If the one who hasn't heard is wanting and willing to have a relationship with God, but knows not how, then he is more righteous than a man who has lived his life in church but has grown callous or luke warm to God.
Salvation is not a about a series of steps one takes to avoid hell.. True salvation is about having and maintaining a working relationship with God, and Heaven comes as a result of that relationship. Like all relationships, there are some key factors, but for the most part it is rare to find two relationships that look exactly alike, that truly work.
Jesus compared it to two builders, a wise man and a foolish one. The wise man built his house with a rock as it's foundation, and the foolish man built a similar house on sand. When a great storm came the wise mans house stood firm, while the foolish man's house collapsed.
The two houses represent all of the "religious works" a man can do (including the steps of salvation). Now our works may look convincing to each other as to righteousness of our deeds, but where it counts, is in our foundation, or what we build these works on.. The Rock in this case is a personal relationship with Jesus. I believe it is possible to live an entire live hearing his name and belonging to one of his churches, and never know who he is, at the same time it is possible for someone to know Jesus without so much as hearing his name mentioned let alone what he did for us. It is all a matter of one's heart. That is what God judges, Not our actions. If he were to judge all of our actions sole based on there Merritt we all would deserve Hell.