Dying with your boots OFF had the connotation that you died in bed, peacefully.
Dying with your boots ON connoted that you died in battle or while working; not the peaceful crossing-over we would all prefer.
Actually, I belive that this is an authentic phrase of the 19th century, but don't have my dictionary of Cowboy lingo handy to check it. I loaned it to a friend. :roll:
Myself, I hope my obituary reads, "Gatofeo, the world's oldest and richest man, died last night in the arms of his 18-year-old bride on their honeymoon ... " :eek: