  X-ray lines have been recently detected in the afterglows of a few gamma-ray
bursts. We derive constraints on the physical conditions in the line-emitting
gas, using as an example the multiple K$_\alpha$ lines detected by Reeves et
al. (2002) in GRB 011211. We argue that models previously discussed in the
literature require either a very extreme geometry or too much mass in the
line-emitting region. We propose a new model in which gamma-rays and radiation
from the early x-ray afterglow are back-scattered by an electron-positron pair
screen at a distance of about $10^{14}-10^{15}$ cm from the source and
irradiate the expanding outer layers of the supernova ejecta, thereby producing
x-ray lines. The model suffers from fewer problems compared to previous models.
It also has the advantage of requiring only a single explosion to produce both
the GRB and the supernova ejecta, in contrast to most other models for the
lines which require the supernova to go off days or weeks prior to the GRB. The
model, however, has difficulty explaining the $>10^{48}$ ergs of energy emitted
in the x-ray lines, which requires somewhat extreme choices of model
parameters. The difficulties associated with the various models are not
particular to GRB 011211. They are likely to pose a problem for any GRB with
x-ray lines.
