The only ways for you to become immune to fire are by drinking a potion of fire immunity or using a fire immunity charm. Both provide temporary protection. Allies can learn permanent fire immunity from the corpse of a fire immune creature.
Fire immunity, whether temporary or permanent, will be removed if the creature is negated. If the creature is standing in lava, it will be instantly killed. This can even be used to kill dragons, but will also work on you, so beware of spellcasters when lava wading.