details aside, the message of this movie.

well, one detail first:
I remember the psychiatrist saying, in the second segment of the film, that Sophie was dreaming that she was shot in the stomach because of the guilt she felt. I wonder if in the end, her shot in the stomach signified her acceptance of her own mistake.

regardless of THAT -

In all, I don't think it really matters whether she actually DID die or not. I think that's why it's left up to the veiwer to decide. I think it's more important that she accepted her guilt over his death (remember in the first segment it was HER choice to have him not take his wallet, and HER phone call that gave him the second shot, plus she may have stopped for more food in the first place to call her coworker)((and that's if he DID die at all!)), also the acceptance of her guilt in the affair, and her own death (whether symbolic or literal), the acceptance of her boyfriend of her mistake (he moves back in with her), and even the acceptance of her mother (who likes her hair cut now). Any way you look at it, there was denial, despair, and acceptance in all three segments of the film for a string of different reasons (which may be the reason this movie is so good). There is no clear answer, it's up to you. That's WHY it's a good movie, in my own opinion (which may differ from others, awesome)
When I first watched it I couldn't understand it fully, although I thought I did, and I wasn't too crazy about it. That's changed a lot since I've had time to really dissect it.