I live in Chicago Illinois.  Ive recently discovered that my apartment
that I just signed a one year lease with about a month and a half ago
is infested with rats.  I want to up and leave since my landlords have
refused to act on the issue, even though they have said that they
would.  I put up a month and a half security deposit.  My question is
can I get out of this lease with out losing my security deposit?  Is
there any law that protects me from being penalized because of their
neglegance or violation of health code or anything like that?  I want
to threaten them with legal action but I am not sure if I am able to. 
Any help you can provide woul dbe greatly appreciated.

Call the city health department. You need to document everything. 
Send a certified letter, return receipt requested, to the landlord
explaining the problem.  Get other tenants to sign a petition.  See if
the local bar association will refer you to a lawyer who will
represent you for free or a reduced fee.
Bottom line is you do not have to stay in an apartment with rats.  The
landlord is obligated to provide place to live that doesn not include
rats.

One can get very effective rat traps

- interestingly rats like chocolate

I suggest that you visit an old style hardware store

You can likrly call an exterminator and deduct the costs directly from your rent.

Alterantviely, you can probably leave under the implied warranty of
habitability.  (though it will still be a poan to get your deposit
back.

otherwise, i would do all that the firsty answerer stated.