That is right some here has two last names. Either it's one parents whole last name, or if the parents aren't married, the kids get both their mother's and their fathers last names. It will mostly be the case if the parents can't agree on which last name the kid should have. It's not a heritage from old days.
About Lie... Was you looking at Nikolaj Lie Kaas IMDb profile? If it was, then it is his mother's last name. And he is all through Dane and one of our most beloved and success-full actors of this day.