Funnily, I'm reading that now. I've not seen the Movie, but I'm led to believe that it ends differently to the novella.
What happens?
The plot revolves around members of the town of Bridgton, Maine, who conceal themselves in a local supermarket when a thunderstorm cuts off the power. A cloud of Mist conceals the town and inside the mist are murderous monsters.
The ending goes: (SPOILERS)
David (main character) and his family leave the supermarket, hoping too find help or other survivors. The eventually run out of gas and pull over too the side of the road. David realizes that they are stuck there and leaving would have him and the others brutally killed by the creatures. There are 5 people in the van, and David has a gun with only 4 bullets. He shoots everyone in the van including his son too spare them a horrible, painful death by the monsters. David leaves the vehicle wanting too die by the creatures since there are no bullets left. He hears a loud rumbling and mist starts too clear and several trucks filled with soldiers and survivors (including the ones he left at the supermarket) in the trucks. Realizing that they were that close to rescue and that he killed his own son, David falls to his knees, screaming and crying.
http://www.youtube.com/watch?v=I8uPYulh05IEnding scene ^
The movie itselft is great, but I would've prefered the novel ending over this one.