It appears that Dark Millenium will not be an MMO anymore due to THQ's current financial situation. It is a possibility it might be a good thing though, considering how the multiplayer will work.

Bad news:
http://www.rockpapershotgun.com/2012/03/29/warhammer-40k-dark-millennium-no-longer-an-mmo/

Good news?:
http://www.rockpapershotgun.com/2012/04/11/thq-sort-of-explains-warhammer-40k-not-mmo-changes/