Since you have not specified which part of this tremendous play you are refering to, I am assuming you are talking about the moment when Antigone is being taken to her doom and the play gives us her thoughts interspersed with the reactions of the Chorus to her fate and what she says. The biggest comfort that the Chorus gives her is praising her bravery and fortitude in the face of death. Note how they address her as she sets off on her path:
Not crowned with glory or with a dirge,
you leave for the deep pit of the dead.
No withering illness laid you low,
no strokes of the sword--a law to yourself,
alone, no mortal like you, ever, you go down
to the halls of Death alive and breathing.
The Chorus thus honours Antigone for the way that she has become "a law to [herself]." She has not been killed by battle or illness, but is descending to death "alive and breathing," showing how unique and brave she is. Of course, this is a very poetic approach to Antigone's fate. She will die just like everybody else, but there is a difference in the manner of her death as she herself was responsible for it, and of course, I wonder whether there is a note of irony in the phrase "A law to yourself," as we find out that Antigone chooses to hang herself rather than waiting for death to slowly steal upon her.