Being that I came across this forum while trying to do a quick search on the definition of lying, not intending to commit a great deal of time (I obviously failed at this goal), I will try to keep this take on the question short, if possible. For an even shorter version, look at the last paragraph/conclusion.

The way I take the meaning of the question, it could also be re-phrased as "is it possible to lie without misleading?" or "is misleading an intrinsic characteristic of lying?" My answer to this is: no, for at least two reasons.

1. To mislead someone means that you have to convince them of something that is not true. Thus, if you were to lie to someone, even if with the intention to mislead, and they did not believe your lie, then you would not have misled them. We could compare this (in a literal sense) to heading down a well-known road to a major city, and, at a fork in the road, finding someone who tells you that the city is down the left path, when you know through experience that it is down the right one--the person is certainly lying to you, but they have failed to mislead you i.e. lead you down the wrong path.

2. In some cases, what might be a lie to one person is a truth to another (this can happen with opinions). To go off of the example Vince used, if someone asked "does my hair look good?" and you replied that it does, when you actually believed that it did not, you would certainly be lying to the other person; however, if the other person believed that their hair actually did look good before asking, then your statement would not have affected their stance on it, and you would not have 'led' them anywhere. Moreover, being that aesthetic opinions are very hard, if not impossible, to universalize, even if you did convince the other person that their hair looked good, if they genuinely believed that it did, then they would not be misled.

This example can also be expanded to more than two people. To make this clearer, let's give the other person (whose hair-style is the topic of debate) a name: how about Bróg (those who know a bit of Irish may be giggling). Now, for instance, if you were to go to a party with Bróg whereupon someone asked you what you thought of their hair-style, and you again lied, saying something like "it looks good," and this other person also genuinely believed that Bróg's hair-style was aesthetically pleasing (as established above, it does not matter if they had this opinion prior, or if you convinced them of it, only the authenticity of the belief being important), then you would be lying, but, again, not misleading.

In conclusion, one can lie without misleading for at least two reasons: (a) people do not always believes one another's lies and (b) sometimes (as with opinions) what counts as untruthful to one may be truthful to another. Hopefully that was not too long--I really was trying to refrain from writing an essay.