...and I've just experienced a pretty major bug on the hopper chase level. Apparently slows down to an unplayable crawl on Windows Vista & Windows 7. It is fixable, though, so for future reference if anyone has one of those versions of Windows and buys the game from Steam...
Find the Steam folder on your computer, (on mine it's "C:\Program Files (x86)\Steam", now right click on "Steam.exe" and click "Properties" then "Compatability", then click the box next to "Run this program in compatability mode for:" and change the setting to "Windows XP (Service Pack 3)". Click on the box next to "Run this program as an administrator" too.
Now go into the "steamapps" folder, then "common", then "Rogue Trooper" and repeat the same steps for "Rogue Trooper.exe".
If you start the game now, your profile will be missing, so to fix that you have to copy and paste the "Rogue Trooper" folder from "C:\Users\ (whatever your account name is) \Documents" over to "C:\Users\Public\Public Documents".
Restart Steam, ignore any warnings about running it in compatability mode, and everything should now work fine. Bit of a hassle, but it only cost me three quid, so I'm not complaining.