Completely agreed. Dumbledore was begging. He was NOT the type to beg to not be killed. I think it was to protect Malfoy's soul, and Snape was under the same instruction as Harry. He had to do what Dumbledore asked.
Oh, and I totally agree with THUD! And I have an urge to read Where's my Cow. THUD! looks really good. I was just reading the summary.