I think that was just the movie.

Anyway, I knew Sirius was going to die... but only because my librarian had told me an important character would, so I just KNEW it was Sirius.
And as for Dumbledore dying... I was never in denial. I didn't expect it, but when the book said it, I believed it. I mean, this isn't A Series of Unfortunate Events we're talking about! This is Harry Potter!