There is one workaround for this game however. Game (1.3) works without any problems with Gamejack 5.
You need to install this proggie, open it, click on "Detect copy protection" then check "Select single file" and browse to w40k.exe, now click on "Start scanning", it will say that it has Securom protection and that it can be started with Gamestarter, click on "Add to Gamestarter", then click left on button "Game starter", choose in list w40k, right click on it and Start...
and VOILA !!!
Enjoy the game
I hope that will help guys, it works for me and others reported success too