Hi,
I can always see some scenes like this in a English movie:
Maybe a bad guy is killing a man, the man just keeps saying, "Oh, no! Please!"

I know he's begging the bad guy not to kill him, but I just couldn't find out what he want to say. Is it "Please don't kill me" or "Please me and don't kill me"?
Could you help me?

Thanks!
LMA