Instead of editing the w40k.module or mucking with data in the W40k\ folder structure, you can do this:
Create a seperate folder structure for the data you want, eg: ...\Dawn Of War\My_Mod\
Create a new module file — for example My_Mod.module.
Edit this file to keep using the W40k DLL, but change your folder to My_Mod. This will load the data from your location with the game-code in the W40k DLL.
Run the game with the command line arg: -modname My_Mod
This should run the game with your mod, instead of having to edit the W40k.module.
If it fails, check the warnings log — you may have to copy and paste the W40k.dll to your mod's name (for the time being), so following the example above: My_mod.dll