Immigration showing up at home, what do I do?

Recently my ex significant other was charged with a DUI, accepting probation & classes that he has to take as of Friday January 22, 2016. Today is Monday January 25, 2016 & they are at my door. First they lied saying they were the police, then proceeded with asking for a different guy, eventually said they were looking for him but proceeded to lie about having an arrest & search warrant. Now they are threating me that they will arrest me. What do I do? He is from El Salvador & would be executed at his parents front door if he returns. Is their any laws that protect him? Can they even take him without an order? Especially if they run into him outside. Please help.