LaVeyan Satanism offers an interesting comparison between its philosophy of not being confined by rules, dogmas and taboos, yet simultaneously offering it's own rules (such as the Satanic Rules of the Earth) and encouraging lawful behavior.
Part of the confusion comes from the fact that "laws" in Satanism (and a number of other religions) are not equivalent to the Judeo-Christian Ten Commandments. These rules are not set forth by divine beings, and there's no expectation that a supernatural force will punish or at least look unkindly toward you for going against said rules.
Guidelines Toward Ideals
Instead, Satanic rules act as guidelines toward Satanic ideals. Satanists are hedonists. Some rules are in place not so much to say "you are a bad person if you don't follow this" but rather "other people are going to make your life miserable if you behave in this fashion."
Hedonism vs. Immorality
Moreover, hedonism and selfishness is not the same as immorality. Wanting what's best for you does not mean you should run over everyone else. Emphasizing your right to happiness does not negate the rights of others to the same thing. Satanists are very equal opportunity people. You should have the right to live how you want, but in claiming that right you have a responsibility to let others do the same.
For that reason, while Satanists encourage people to engage in whatever consensual sexual acts please them, they are absolutely resolute that all parties must consent. Just because you want to force yourself on children doesn't give you the right to do so. Children have rights. Indeed, Satanists hold children in particularly high regard (ninth Satanic rule: "Do not harm little children"), and they particularly revile child abusers.
Need for Order
Finally, Satanists are not anarchists. Order is necessary, helping to preserve one's rights. Each of us gains benefits by living in the communities that we do. In return, we agree to follow their laws. The third Satanic rule states "When in another’s lair, show him respect or else do not go there."