I thought it was ok to use people's IP if money was never involved?
They'll have copyright on the artwork. With fair use you could probably use a small sample of in a slide show about their product, or in educational software teaching about aliens (fair use), but not in a game.
They'll have trademark on "Warhammer" and "Space Hulk", and they can kick your arse if you even have a dream about considering to start thinking of whispering them to yourself locked in an airtight chamber. With no money involved. Not to mention that they're obliged to take you to court or they could lose their trademark after a few years.
I'm not a lawyer, so this might not be entirely correct, but it should be on the right track.