Locate the file "campaignstate.lua" in your "\Dawn of War\Profiles\w40k\SinglePlayer\campaign\state1" folder. Edit this file with Notepad and change the following lines:
maxmission = X
scenario = X
Where "X" is the number of the mission you want to play. "11" is the highest number you can use. Be sure to make both entries the same number.
Note: Always make a backup before modifying game files.