Thanks to these basic tools, I have been able to make this mod. I had never made a mod before in this game, but I tried using two tools called SGA reader and SGA archiver. However his damn download link doesn't work!! Man that was a frustrating experience. Well I reinstalled DOWII Retribution because I saw Yes someone else had made a Krieg skin swap for campaign before. If your normal imperial guard models are swapped with the ones from the Krieg DLC, then you have installed the mod properly. Drop KriegMod.sga into your Mods folder. Download KriegMod.sga from link provided. So you would have Steam\steamapps\common\Dawn of War II - Retribution\GameAssets\Mods
Make sure you have a Mods folder in your GameAssets file.