I replied to you, SimonG, because I thought you might be interested in this.
Perhaps others have mentioned this and I learned this late in the game, but I found a trick to get Winter Assault to run from the version of the game included with the Humble THQ Bundle (GOTY).
I just discovered something today, I found weird that Warhammer 40k : Dawn of War GOTY that came with my Humble THQ Bundle actually installed in a directory named 'Dawn of War Gold' and it also contains the executables for the Winter Assault expansion. If you try to start the game from the Winter Assault executable it will open the regular Dawn of War game and not the Winter Assault like you would expect .. BUT .. if you use the 'add a non-steam game to your library' and point to that same executable of Winter Assault.. yep .. you can play the Winter Assault. Unfortunately that applies only to single-player but it's still a nice bonus for anyone who intended to play the DoW game. Source
I thought some people might enjoy that little trick. ;)
Thought you might be interested, also.