Yes, you need to use Python. I'll edit this post with one in a minute.
Code
import host
def init():
host.registerHandler('PlayerDeath', onPlayerDeath)
def onPlayerDeath(victim, vehicle):
loc = str(vehicle.getPosition())
host.rcon_invoke('game.sayAll "' + loc + '"')
Save that as coord.py
go to Battlefield Heroes\mods\bfheroes\python\game\gamemodes
edit __init__.py
put this in there
Code
import coord
coord.init()
Should do it, but I haven't tested it. If it works, when you commit suicide it'll give you the coordinates.