You have to be a psyker to do it because, of course you're not fast enough to parry bullets. Like a Jedi, you put your sword in the bullet's path before it is fired. Eisenhorn isn't the only one to have done it. Eldar Banshees have as well (remember every one of those bastards is a psyker, just most of them don't have powers that are that useful for combat).
And on a side note, Katana's are nice swords, but they're frail because of the poor quality of (pre modern) Japanese steel. That's why they have to fold the blade with alternating hard and soft layers so many times to get a good (but delicate) blade while some luckier bastards can just use forge some wootz ingots (really, really good Indian steel) together and get an awesome sword.
http://www.youtube.com/watch?v=5Hy_A9vjp_s&feature=related
It's in German, but you'll get the gist. The second half is the good stuff. Do not watch if you can't bear to see a nice weapon get ruined.