The Warseer forums have an interesting thread on using Games Workshop’s Lord of the Rings battle game to run Warhammer 40K skirmish games.
I stopped buying Warhammer 40K stuff when they dropped the squats as a major race. In my basement workshop, I’ve got a horde of the stunties, in regular battle gear, on trikes, in exo-armor … you name it. You can find an online squat codex in the War Vault.
Games Workshop offers a free pdf of its Warhammer 40K battle primer, which contains basic for moving, shooting, fighting, using psychic powers and morale, along with other material to get you started.
Net Epic is a set of free wargames rules based on the old Games Workshop Second Edition Space Marine.
Rules Crusade is a complete rewrite of the Warhammer 40K, Mordheim and Necromunda wargames rules to use the old Milton Bradley Space Crusade system. Its well done, but I’m not sure why Sean Patten went to all the effort. I’m also not sure why GW’s hordes of lawyers haven’t descended upon him and turned him over to the Inquisitors.