The death of Legolas and Gimli...did they die?

I know that on this site is says that both Legoalas and Gimli make it to Valinor.Albeit, in The Two Towers, after Legolas and Gimli meet back up with Gandalf, he gives the two messages form Galadriel saying to Legolas, "Legolas Greenleaf long under tree
In joy thou hast lived. Beware of the Sea!
If thou hearest the cry of the gull on the shore, Thy heart shall then rest in the forest no more." and then Legolas says to Gimli who complains about the dark message, "Would you have her speak openly to you of your death?" and late Gandalf says "Yes, I think I can guess what her words may mean." So I think that the message was simply an inuendo to warm Legolas of how he would die. I would like any comments on this please or any objections. [img]smilies/redface.gif[/img]