In 40k, faster than speed light happens by traveling through the Warp, basically a place where physics gets weird. The Event Horizon enters and exits the Warp.

The reason why the Warp is so dangerous is that this is where demons live that will turn you insane. To protect against this, ships in 40k have a Gellar field to protect against the demons entering the ship. The Event Horizon did not have this field, which is why it immediately becomes haunted.