I believe it true Islam it is written that they are only subject to the shari'at, strictly Islamic law, and are not subject to western laws nor should they follow our laws if we contradict any principle of Islamic laws.
However there is the 'jihad loophole' which is widely interpreted to mean that true Muslims can cheat, lie, kill, disguise their identities, enjoy drunken sexual abandon and do most anything else that is normally haraam as long as it is the means to the end of jihad and Islamic domination.