Its an easy fix. (may take five Minutes of your time but works 100%)
Thanks to Shuny at
http://www.wsgf.org/forums/viewtopic.php&f=63&t=25139
1.
You will need an Hexeditor - get it here
http://mh-nexus.de/en/downloads.php?product=HxD
2.
Go into your W40k:GotY installation folder, locate the file "Local.ini" and edit the "screenheight" and "screenwidth" parameters to the desired resolution. For example, if you want a 1920x1080 resolution, you should have the following lines:
screenheight=1080
screenwidth=1920
3.
Open W40k.exe (W40KWA.exe for Winter Assault) and search for the following hex value: "ABAAAA3F". Replace it with 398EE33F if you have a 16/9 monitor or CCCCCD3F if you have a 16/10 monitor. Save your file.
4.
Now open Platform.dll and search for the following hex value: "ABAAAA3F". Replace it with 398EE33F if you have a 16/9 monitor or CCCCCD3F if you have a 16/10 monitor. Save your file.
5.
Now open spDx9.dll and search for the following hex value: "ABAAAA3F". Replace it with 398EE33F if you have a 16/9 monitor or CCCCCD3F if you have a 16/10 monitor. Save your file.
6.
Now open UserInterface.dll file and search for the same hex value "ABAAAA3F".
You should find 2 occurrences of this value.
Replace both occurrences with 398EE33F if you have a 16/9 monitor or CCCCCD3F if you have a 16/10 monitor. Save your file and close your hex editor.