At about 1930 eastern time, a Piper PA-28R-201T was lost from radar and radio contact and crashed in the Gulf of Mexico near Cedar Key. The two occupants were presumed killed. The pilot was receiving VFR flight following at 12,500 feet from Key West to Tallahassee when The controller advised the pilot of weather located at his 10 oclock position and 40 miles. At 1856, the pilot advised the controller that he was trying to maintain VFR. The controller asked the pilot if he was IFR rated; the pilot said he was not. The pilot left the frequency to contact Flight Watch, then returned. Shortly after that, the controller advised the pilot of heavy weather ahead 2.5 miles at his 12 oclock position, and approximately 1 minute later, the pilot requested assistance from the controller. The controller provided a suggested heading of 120 degrees, instead of the 005 degrees the pilot had been flying. The airplane was observed on radar in a left descending turn; radar contact was lost with the airplane at approximately 1930. The airplane was located in about 12 feet of water.