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A friend and I are thinking of getting into WH40K because well...it's WH40K, one of the most popular strategy games in existence. So I've been trying to do some research, I've learned about all the races etc. etc....but the one thing I haven't been able to find info on, is how the hell you play?

I realize that there are whole books written on this subject, but can somebody just give me a brief rundown? I did find on one site that there are a couple of phases to one's turn: moving, shooting andassaulting. Could someone elaborate on that?

Buy a starter set?

Although, being Workshop, it will cost an arm and a leg, but will give you enough figures to play a couple of scenarios out of the box.

Seriously, though, the rules aren't free, this is a commercial product we're talking about. Plus, Workshop game designers are nice people and deserve your money.

Oh yeah, if you have a Workshop reseller/hobby shop in your area, they might have a table set up for public play, which is a good way of getting a feel for the games. (Though this may not be as common as it is in proper GW stores in England)

During the move phase, you get to move all of your models. Infantry gets to move 6 inches, vehicles more depending on what type it is. Models in a squad must stay within two inches of the closest member.

The shooting phase is pretty much as straightforward as the movement phase. Each squad gets to fire it's weapons at a single enemy squad (or vehicle) that is both within range and in LOS. The strength of the weapons are matched against the toughness of the targets. If a wound occurs, the target model may be able to make an armour save to disregard the wound. Any models reduced to 0 wounds (most just have one) are removed from play.

In the assult phase, if a squad is within 6 inches of an enemy squad, they may make a charge and engage in hand to hand combat, which works like shooting, but uses the strength of the models rather than their weapons to inflict wounds.

The 4th edition is coming out in the fall (I think), so you might want to hold off till then before starting. Though, if you know what army you want, you could buy some models and get painting.

If you have a Games Workshop nearby you can just go down there and find out. They always have little games set up in case any one comes in and wants to start.

Apart from that, Korvan pretty much nails it. 4th edition is coming out soon so you are better off waiting, although it does seem to be more of an update, than an overhaul (like 2nd ed to 3rd ed was).
If you don't like all the standardised movement and stuff i'm sure you could find some copies of the 2nd ed rule book on the 'net.

Try Ultimate Warzone. Uses D20, turns alternate and from what I've read (Lack gamers to play with, but do have the book) combat is quick, viscious and easy to resolve. Oh and unseen unit deployment too.