The ideal gas law is an equation of state. PV and nRT both have units of energy. Essentially the ideal gas law is a statement about the conservation of energy in a gas. Because these factors(P, V, n, R, T) all go into calculating what the energy of a gas is we are able to make some statement about how they vary if you are dealing with a situation where energy is constant. If you don't add energy to the gas(temperature is solely a function of energy in an ideal gas) then T stays constant. So if T stays constant and you double the volume then the pressure has to be cut in half.
The P*dV equation is how to find the work done by a gas. Work = pressure*change_in_volume. Are you calculating work? No. Is work constant like nRT is constant? NO! Work is not a conserved quantity!
Work has units of energy so you might think it is a constant but kinetic energy has units of energy and it isn't a constant either. What is conserved then? TOTAL energy. If an object does work some of its potential or kinetic energy is changed into work. Total energy(kinetic + potential) is always conserved but kinetic or potential alone is not conserved. That's because kinetic energy can change into potential energy and vice versa.
http://en.wikipedia.org/wiki/Mechanical_work
http://www.lightandmatter.com/html_books/2cl/ch03/ch03.html#Section3.1
http://www.lightandmatter.com/html_books/2cl/ch03/ch03.html#Section3.5
It's difficult for me to explain fundamental concepts because I usually try to do so in terms of other concepts that I can't quite be sure you have a grasp of. If you want write out your thought process or any questions and I'll try to answer them.