He didn't die!! You should have watched more than the first 5 minutes of episode 1. There was a short fantasy sequence (of which there are many in this programme) which made it appear as though he had died, however he actually survived. If you need information about this, or many other shows, go to the following site which gives excellent (if slightly cynical) scene by scene reviews of every episode of many US series including 24, Sex & The City etc.
http://www.televisionwithoutpity.com/