"The Horror..."

"The Horror!"
Taken from Google Images

The words uttered in Kurtz's final breaths were "The horror!  The horror!" and have become one of the most famous phrases in literary history.  What do you make of Kurtz's last words?  What is the importance of them?  How they tie into the message in which Conrad was sending to readers?  Why do you suppose Marlow lied to Kurtz's Intended and told her that his last words were her name?