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I often give my rough riders hunting lances as well as melta bombs that way they can serve multiple purposes.

Although it has never come up, My question is:  if the first thing you assault in the game with the rough riders is a vehicle then can you use the meltabombs or do you HAVE TO use the hunting lances.  I know it says that they use hunting lances automatically in the first hand to hand combat they face, however I dont really thing of assaulting a vehicle as "hand to hand"  which however opens up the question of' What about a walker?"  So what do you guys think in either case vehicles and/or walkers, can they use the melta bombs or do they have to use the lances? 

The codex pretty much spells it out by using the phrase "...will automatically use the lance..." The FAQ allows the unit the choice with the phrase "...may use the Hunting Lance." But this is only when the rough riders are charged. So, if the riders charge they must use the lance for the first round. If they are charged that may choose to use the lances or not. Maybe the phantom new release of the dex has some different wording though.

Glaive has it.   I have 30 roughriders, and I concur.

But I'd like to point out a distincition in the RR rules, that a lot of people miss. Your thread was titled Rough Rider Lances and "First round of combat"  but what is quoted is NOT quite what is in the rules. 

The rules for RR lances say they count as power weapons in the first combat they fight in, which means if they get charged, or they charge, to bad.  Here's the catch, the first combat they fight in may last for multiple rounds, perhaps even multiple turns.  The rules expressly say they only get the bonus I and S if they charge in the first round but the power weapon effect lasts for the first combat, and is refered to seperately, it is clearly worded, and subtle, and it makes a small but important diffference sometimes.

Check it out in your dex, if you have too.  I have reviewed it many times.

EDIT: I'd have to review the FAQ again for the choice to use the lance if charged, I missed that.