The means or instrumental causes of conversion are the law—the gospel, and again, the doctrine of the law after that of the gospel. For the preaching of the law goes before, preparing and leading us to a knowledge of the gospel: “for by the law is the knowledge of sin.” (Rom. 3:20.) Hence, there can be no sorrow for sin without the law. After the sinner has once been led to a knowledge of sin, then the preaching of the gospel follows, encouraging contrite hearts by the assurance of the mercy of God through Christ. Without this preaching there is no faith, and without faith there is no love to God, and hence no conversion to him. After the preaching of the gospel, the preaching of the law again follows, that it may be the rule of our thankfulness and of our life. The law, therefore, precedes, and follows conversion. It precedes that it may lead to a knowledge and sorrow for sin: it follows that it may serve as a rule of life to the converted. It is for this reason that the prophets first charge sin upon the ungodly, threaten punishment, and exhort to repentance; then comfort and promise pardon and forgiveness; and lastly, again exhort and prescribe the duties of piety and godliness. Such was, also, the character of the preaching of John the Baptist. It is in this way, that the preaching of repentance comprehends the law and the gospel, although in effecting conversion each has a part to perform peculiar to itself.
I realize many people dangerously mix this up today – even some who consider themselves Reformed. But the historic Reformed position is really not overly difficult or complicated. Ursinus said it well, the Heidelberg Catechism says it well, and the Westminster Standards say it well. Making a distinction between the law and the gospel runs through the fabric of Reformed theology. With Scripture, we say that through the law comes the knowledge of sin, and in the law we find a guide for the Christian life (Rom. 3:20, Ps. 119:174, etc.). But the only thing that can give us life and salvation is the gospel, not the law (Rom. 1:16).