Why do lampshades have a different maximum energy saving bulb limit which is lower than that for normal ones. So I have just got a lampshade which has an12W/60W max dependent on the bulb. Surely the amount of heat generated is linked to how much energy the bulb consumes?
Am I going to die if I put an 18W energy saver in?

You may not die, but it will melt the lampshade, set fire to the curtains and burn your house down. Make sure your insurance is up to date – thats my advice 😉

Am I going to die if I put an 18W energy saver in

Depends on the shade but an 18w bulb will generally be larger / longer than a 12w. So it might be a fit / suitability concern rather than a heat / safety one