The study was conducted over 18 years and the data was gathered by paper survey 3 times in those 18 years. The data was not verified. The forms, amounts, brands, additives and other quality markers of the product were not queried - that is, every product that a consumer thought was a multivitamin was lumped into the same category. There was no differentiation based on the frequency of use or the reasons for use - someone who started taking supplements following a diagnosis of heart disease, for example, who later died of heart disease is included as someone for whom their mortality would be correlated with their supplement use.
And a basic tenet of research is that "correlation does not imply causality." Even the authors of the study noted that, "It is not advisable to make a causal statement of excess risk based on these observational data." "When made by a quality manufacturer, when recommended by a knowledgeable health-care practitioner, and when taken for the appropriate indication, dietary supplements promote, enhance, support, and help maintain overall good health and well-being. The “results” of the recent study do not diminish this conclusion." (Thorn Research Position Paper, 2011)
If you are interested in using supplements to maintain and improve your health, my best recommendation is to visit a licensed naturopathic physician for guidance.