Technically, according to the lore, the Worgen aren't even supposed to be Death Knights. They were originally used to fight the scourge because of their immunity to the undead curse. However, the worgen ended up turning on the people who were trying to use them. I cant remember who specifically tried to use them, but I'm pretty sure it originated with an archmage in Gilneas.
And this is what the Worgen SHOULD look like lol. Then again, WoW cartoony style doesn't lend itself very well to anything fearsome. Also, the females just look like chihuahuas. I love the way the blue sort of drips down.