From: 1 Thessalonians 4:13-18
The Second Coming of the Lord
 But we would not have you ignorant, brethren, concerning those who are asleep, that you may not grieve as others do who have no hope.  For since we believe that Jesus died and rose again, even so, through Jesus, God will bring with him those who have fallen asleep.  For this we declare to you by the word of the Lord, that we who are alive, who are left until the coming of the Lord, shall not precede those who have fallen asleep.  For the Lord himself will descend from heaven with a cry of command, with the archangel's call, and with the sound of the trumpet of God. And the dead in Christ will rise first;  then we who are alive, who are left, shall be caught up together with them in the clouds to meet the Lord in the air; and so we shall always be with the Lord.  Therefore comfort one another with these words.
13. "Those who are asleep": this __expression, already to be found in some pagan writings, was often used by the early Christians to refer to those who died in the faith of Christ. In Christian writings it makes more sense, given Christian belief in the resurrection of Jesus and in the resurrection of the body. It is not just a euphemism: it underlines the fact that death is not the end. "Why does it say that they are asleep", St Augustine asks, "if not because they will be raised when their day comes?" ("Sermon 93", 6). Hence Monsignor Escriva's advice: "When facing death, be calm. I do not want you to have the cold stoicism of the pagan, but the fervor of a child of God who knows that life is changed, not taken away. To die is to live!" ("Furrow", 876).
Even though we have this hope, it is perfectly understandable for us to feel sad when people we love die. This sadness, provided it is kept under control, is a sign of affection and piety, but "to be excessively downcast by the death of friends is to act like someone who does not have the spirit of Christian hope. A person who does not believe in the resurrection and who sees death as total annihilation has every reason to weep and lament and cry over those friends and relations who have passed away into nothingness. But you are Christians, you believe in the resurrection, you live and die in hope: why should you mourn the dead excessively?" (Chrysostom, "Hom. on 1 Thess, ad loc.").
14. "It is appointed for men to die once" (Heb 9:27). However, for a person who has faith, death does not just mean the end of his days on earth. Our Lord Jesus Christ died and rose again, and his resurrection is a pledge of our resurrection: death "in Christ" is the climax of a life in union with him, and it is the gateway to heaven. And so St Paul tells Timothy, "If we have died with him, we shall also live with him; if we endure, we shall also reign with him" (2 Tim 2:11-12).
The resurrection the Christian will experience is not only similar to our Lord's; his resurrection is in fact the cause of ours. St Thomas Aquinas explains this as follows: "Christ is the model of our resurrection, because he took flesh and he rose in the flesh. However, he is not only our model; he is also the efficient cause (of our resurrection) because anything done by the human nature of Christ was done not only by the power of his human nature but also by the power of the godhead united to that nature. And so, just as his touch cured the leper by virtue of its being the instrument of his godhead, so the resurrection of Christ is the cause of our resurrection" ("Commentary on 1 Thess, ad loc."). Although this passage of the letter does not say so explicitly, it is implied that we will rise with our bodies, just as Jesus rose with his.
15-17. The religious instruction of the Thessalonians was cut short because St Paul had to leave the city in a hurry. One of the doubts remaining in their minds can be expressed as follows: Will the dead be under any disadvantage "vis-a-vis" those who are still alive when the Parousia of the Lord happens? The Apostle replies in two stages: first he says that we will have no advantage of any kind over them (vv. 15-18); then he makes clear that we do not know when that even will come about (5:1-2).
In his reply he does not explicitly speak about the general resurrection; he refers only to those who die "in Christ". He distinguishes two groups as regards the situation people find themselves in at our Lord's second coming--1) those who are alive: these will be "caught up", that is changed (cf. 1 Cor 15:51; 2 Cor 5: 2-4) by the power of God and will change from being corruptible and mortal to being incorruptible and immortal; 2) those who have already died: these will rise again.
St Paul's reply is adapted to the tenor of the question; so, when he writes "we who are alive, who are left" he does not mean that the Parousia will happen soon or that he will live to see the day (cf. Pontifical Biblical Commission, "Reply" concerning the Parousia, 18 June 1915). He uses the first person plural because at the time of writing both he and his readers were alive. However, his words were misinterpreted by some of the Thessalonians, and that was the reason he wrote the second epistle a few months later (in which he puts things more clearly: "Now concerning the coming of our Lord Jesus Christ and our assembling to meet him, we beg you, brethren, not to quickly shaken in mind or excited [...], to the effect that the day of the Lord has come" (2 Thess 2:1-2). However, even in the first letter there are enough indications that St Paul was not saying the Parousia was imminent, for he implies that he does not know when it will happen (cf. 5:1-2).
To describe the signs which will mark the Lord's coming, St Paul uses imagery typical of apocalyptic writing--the voice of the archangel, the sound of the trumpet, the clouds of heaven. These signs are to be found in the Old Testament theophanies or great manifestations of Yahweh (cf. Ex 19:16); on the day of the Parousia, too, they will reveal God's absolute dominion over the forces of nature, as also his sublimity and majesty.
When the Lord Jesus comes in all his glory, those who had died in the Lord (who already were enjoying the vision of God in heaven) and those who have been changed will go to meet the Lord "in the air", for both will now have glorified bodies (cf. 1 Cor 15:43) endowed with the gift of "agility", "by which the body will be freed from the heaviness that now presses it down, and will take on a capability of moving with the utmost ease and swiftness, wherever the soul pleases" ("St. Pius V Catechism", I, 12, 13).
After the general judgment, which will take place that day, the righteous will be "always with the Lord." That is in fact the reward of the blessed--to enjoy forever, in body and soul, the sight of God, thereby attaining a happiness which more than makes up for whatever they have had to do to obtain it, for "the sufferings of this present life are not worth comparing with the glory that is to be revealed to us" (Rom 8:18). "If at any time you feel uneasy at the thought of our sister death because you see yourself to be such a poor creature, take heart. Think of this: Heaven awaits us; what will it be like when all the infinite beauty and greatness and happiness and Love of God are poured into the poor clay vessel that the human being is, to satisfy it eternally with the freshness of an ever-new joy?" ([St] J. Escriva, "Furrow", 891).
Source: "The Navarre Bible: Text and Commentaries". Biblical text taken from the Revised Standard Version and New Vulgate. Commentaries made by members of the Faculty of Theology of the University of Navarre, Spain. Published by Four Courts Press, Kill Lane, Blackrock, Co. Dublin, Ireland.
Reprinted with permission from Four Courts Press and Scepter Publishers, the U.S. publisher.