There is good evidence that supplementing fish oil does nothing to prevent death, but that eating fish does.

I haven't got cites but it was pretty clear on this BBC Radio Four programme - maybe someone else has got better sources?

http://www.bbc.co.uk/programmes/b019dl1b

(They talk about the dangers of Selenium supplementation in regions with plenty of bioavailable selenium in the soil, especially when combined with Vit E supplementation. These are not heroic doses either.)