The other issue is the rules
Either the gm must create their own, or you use an established set. I know deathwatch has some good rpg rules etc, but that would require you to have access to them as well, or for the gm to lay out all the options for you.
Which is why I like pathfinder for online rpg since all the rules can be found online. Pathfinder_OGC
Even then, the rules are so complex it takes a lot of work on everyone's end to make it work.
So most gms here keep things pretty simple and make up a few of their own rules and use their judgement to try and make things work. I tend to find that a bit frustrating when I die or don't do something right because the gm knew of options and mechanics in the game that were not explicitly stated, and expects me to guess them.
In all honesty, I haven't searched to see if there is a fan made 40k rpg rule set that would be useable. So perhaps I will go do so now
I found one fan based one, but the rules are very complex. If you scroll to the bottom of this site, and open the zip file, you can find it. Take a look and let me know your thoughts. Planet Goblinstein: The WH40K RPG