theiswe: You can ask either of the twins the following question: "Which way would the other twin tell me to go?" and then you go the opposite direction!
Lets say Left is the correct way, and right is the wrong way.
If you ask the truthful twin (A) which way the other twin (B) would tell you to go, twin A will tell you that twin B would say "Right".
If you ask the lying twin (B) which way the other twin (B) would tell you to go, twin B will tell you that twin A would say "Right".
Therefore you should go the opposite way of what either of the twin replies to your question