This is covered in the "Errata, Supplemental Rules, and Alphabetical Reference" document available online:
http://www.wizards.com/default.asp?x=dnd/mi/errata
Lady Vol Commander Effect (Night Below: LE, 36/60): When a follower that already has a Death Burst ability is
destroyed, it can choose to use either its own Death Burst or the one granted by this commander effect, but not both.
(also moving to skirmish section...)