The issue of what happens to those who have never heard about Jesus Christ is a question many people ask. As R.C. Sproul has noted, sometimes the question is phrased this way: "What happens to the innocent person in the middle of Africa who has never heard about Jesus Christ?" Fortunately, as Sproul points out, the innocent person has nothing to fear. The problem is that there are no innocent people--anywhere.
Listen to John Piper discuss this issue in the above audio link.