I forget where I learned this from, but the astronauts were also very likely to be unconscious very soon after the break up of the shuttle. They died when they hit the water, but they probably weren't conscious. Not that that makes it any better.
Source: http://en.wikipedia.org/wiki/Space_Shuttle_Challenger_disast...
Source: http://ocw.mit.edu/courses/aeronautics-and-astronautics/16-8...
At least some of the Challener crew survived the blast, and died in panic.
What makes you think that's the case? In The Right Stuff, Tom Wolfe tells of test pilots in out-of-control aircraft who remained firmly in command of themselves, trying A, then B, then whatever they or the ground crew could think of, right up until impact.