What exactly do you mean by 'die'? If the process has died, then it can't do anything no matter what because it's not there any more.
If you're talking about die(), you can't use it without stopping the script, but you can echo whatever you want:
$result = mysql_query( $sql ) or die("Can't continue: " . mysql_error());
vs
$result = mysql_query( $sql );
if ( ! $result )
{
echo "Query failed: " . mysql_error();
}
else
{
while ($data = mysql_fetch_object($result))
{
...
}
}
echo "more stuff goes here...";