Although I agree with olayda that the christian concept of an afterlife is a form of social control, there are different constructs about what happens when you die. As I've recently lost a very close member of my family recently, I have been giving this much thought.
I'm not a religious guy, in the conventional sense, but I have a strong spiritual streak. I believe there is more than just getting buried. Perhaps we return to the karmic wheel, or pehaps we go off the the Summer Lands, or perhaps we stay and help those important to us.
These and other theories have felt true to me at one point or another. Have you never felt connected to the universe, either through going beyond your physical limits, by having this brilliant idea, or in an amazing lovemaking session with a lover?
There is more to life than the body you currently inhabit. You just need to be open to that possibility.