#9 - Sept. 18, 2007, 10:14 p.m.
This was discussed at the Lore & Quest panel at BlizzCon a little while back. The idea is that a character goes to become a Death Knight, is trained as a Death Knight, but then realizes they doen't want to go through with the evil acts they are instructed to perform. So the character finds a new Alliance or Horde home who accept them as a necessary evil (like warlocks) to help them fight their enemies.
BlizzCon happened at the beginning of August and the story continues to be worked on so things could change quite a bit from now until the Death Knights are implemented. Details on this and many other things will become available as we get closer to launching Wrath of the Lich King.