While bee stings can be quite painful, they rarely cause death. Wasps, hornets and yellow jackets can sting repeatedly because their "stinger" is not barbed like the honeybee. When the honeybee stings you and then pulls away she leaves behind the distal part of her abdomen and this brings about her death. This abdominal structure contains muscle groups, nerve tissue, a venom sac and part of the digestive tube. The detached stinger still has muscle groups and local nerve centers attached to it that are still capable of functioning. The muscle groups move the two barbed lancets making up the stylet so they continue to move deeper into the skin. At the same time the venom sac keeps pumping venom into the wound. To reduce the effect of the venom it is important to remove the stinger and associated structures as soon as possible.
Reference
Bee Stings : The Department of Entomology at the University of California. Background on bee stingers and how to remove them.