What's the term when you ask a question which implies a lie?

That's called a loaded question:

A loaded question is a question which contains a controversial assumption such as a presumption of guilt.

Such questions are used rhetorically, so that the question limits direct replies to be those that serve the questioner's agenda. The traditional example is the question "Have you stopped beating your wife?" Whether the respondent answers yes or no, he will admit to having a wife, and having beaten her at some time in the past.

I have heard this type of question refered to as having or posing an "inarguable presupposition". One classic example is "Have you stopped beating your wife?" The presupposition that you beat your wife is assumed by the questioner. (I'm not sure how common this usage is.)