As the Doctor explained to him in "Utopia", when Rose (as the Bad Wolf) brought Jack back to life in "The Parting of the Ways", her inexperience meant that she brought him back "for all time", instead of just once. Basically, Rose didn't know her own strength & overdid it quite drastically. As a result, Jack became "a fixed point in time and space", as the Doctor put it. In fact, Jack can & does die. He just doesn't stay dead.