Hi byxman,
First thing, realize that your not alone and your not the first to feel this way.
Second, you need to find someone you can confide in who can hep sort out the questions answers and confusion that comes with all these feelings. I don't know your age or situation but a counselor either through a clinic, school or possibly even work may help, preferably one who knows about gender issues.
Third, when the feelings of wanting to die or just escape this world start getting strong, promise to call someone or visit here before it gets too strong. again, you are not alone. Many of us have had those feelings or something close to it. talk to someone, even if it means crying your eyes out or getting angry. You are allowed to feel those things and need to release them somehow. You can do that with out leaving all the possible things you have yet to experience.
Fourth, Don't take this wrong but have a hug. or more.

ok one more

Now I hope that you are a tad calmer. Take a deep breath, look in our list for counselors in your area, Make a plan on what to do next. It is ok if you don't follow it since at the moment it is only a rough draft idea anyway. Mine don't get much past that since I change them all the time, but I do have a plan. It can give you a reason to go on sometimes, slim as it may be, sometimes its enough to get through just a little longer.
Let me know if you would like to talk more. At least post and let us know your ok or something.