When you all die and the Lich King starts doing his little ressurection spell there actually is a "release" button on your screen.
Looks like this:
But when you try and actually press that release button you get that message there: "Your soul belongs to the Lich King". So unless you miss the ressurection, you're actually safe. No one can
P.S. Sorry if I spoilt it for you. If you somehow managed to get this far into the expansion without learning that you get killed at 10% and then ressurected I am amazed. I feel with you. And I truly am sorry for ruining it. But hey... we sometimes learn things even though we do not want to - like "sex can lead to babies" and "fire is hot". Disappointment is just another part of life, eh?