As a former Evangelical Protestant this was a hugely important question for me. Almost all my religious services were directed at leading a person to a decision about their salvation.
Upon becoming Orthodox, I found that salvation is viewed much differently and that this question is rarely asked. For one thing, salvation is viewed as a process rather than a point in time. I heard recently of an Orthodox seminarian being asked this question by another man. He did not know how to answer and finally answered: "I have been saved, I am being saved, and hope to one day be saved." I am sure this created as much puzzlement with well-meaning evangelist.
For me, wrapping my head around the Orthodox concept of salvation has been a challenging part of my journey. Mostly, because of the difference of vocabulary and definitions. I found that a lot of former Evangelicals have the same difficulty. Then once they "get it", translating it back for the benefit of their Evangelical friends and family becomes a challenge.
I saw all this because Fr. Stephen of St. Anne's in OakRidge, Tennessee addresses this question in his blog. Fr. Stephen is also a convert and because he is ministering in the South, he has to deal with these issues as they are part of the cultural fabric. He does an incredible job communicating these deep truths. I am sure the light bulb will go off for many Evangelicals and converts when they read this, and those raised in the church will just say "Duh, that's what we've been saying!".
Here's the link: http://fatherstephen.wordpress.com/2006/12/11/are-you-saved/