Here are the rules:

1) The first player goes to Lexicanum.
2) Click the "random page" link.
3) Read the article you find.
4) Invent something for the game of Warhammer 40k - a new unit, a new Independent Character, a new scenario, whatever you want - based on what you find. For extra special funness, try to avoid creating something that already exists; ie, if you end up getting a battle that is already a scenario from one of Forgeworld's IA campaigns, don't recreate that scenario - make something new!
5) The next player wanders no more than three clicks away from that page and does the same thing.
6) Continue until we're bored.

For example...

If I clicked the "random page" link and ended up on [URL="http://wh40k.lexicanum.com/wiki/Battle_of_Mu%27gulath_Bay#.UxYbOOddUec"]The Battle of Mu'gulath Bay[/URL], I might make up a scenario reflecting the events of that battle, as detailed on Lexicanum.

The next player might go from there to [URL="http://wh40k.lexicanum.com/wiki/XV104_Riptide#.UxYcFOddUec"]XV104 Riptide Battlesuit[/URL] and from there to the [URL="http://wh40k.lexicanum.com/wiki/Vespid#.UxYcTuddUec"]Vespid Stingwing[/URL] page and decide to invent a Vespid special character.

And so on.

I hope this catches on. I'm curious to see what kind of crazy stuff you all invent.