You will join the #warhammer40k IRC channel automatically with a random username - if you want to change your name then type /nick Myname (where MyName is the name you want to use), and if it's available then it will be changed.

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This applet is handy for joining the #warhammer40k channel on Quakenet if you don't already have an IRC application, but if you're planning on using IRC frequently you are much better off installing a good IRC client program. For Windows try mIRC. Also try Googling for IRC client - there are many programs out there with varying features, so it's worth try a few out until you find one you like.