People still sometimes get the flu after getting a flu shot because there are many many different STRAINS of flu. Officials just take a guess on which strain will be most prevalent that year, and that's the vaccine they issue. If you are unlucky and happen to come in contact with a strain that was not in the vaccine, you get the flu.
(and sometimes people think they have the flu, but they really don't - just flu-like symptoms... ie: a bad cold... or sometimes it's stomach flu and there's not a vaccine for that, as far as I know - just drink a lot of fluids)
Swine flu is just another strain of the flu. ALL strains of the flu occasionally kill people who are immuno-compromised in some way.
I still don't understand what the big deal is???