Well... actually I already have.
It was back in pre-school, me and my friend where out on the ice, when suddenly it cracked and we both fell in (keep in mind that none of us knew how to swim back then), I managed to get up, but my friend was still in the water, I tried pulling him up, but ended up in the water against -_-
Then I just grabbed him and after a lot of struggling, got on the thick ice again.
I can't say I knew what danger I was getting myself in when I tried to save him though. I was just a stupid little kid back then.
And yes, I believe I would risk my life trying to save someone dear to me.
I'm not completely sure, though. After all, it's a different thing to say something than actually doing it. You can never know how you'll really act in a situation like that.