So, in summary, no major problems with equipment, but DH characters with RT characters, rules wise are different, so keep them seperate, as in no choosing skills and talents from the other book, stick to your own, and the average starting character from RT will be about the 5k experiance level of DH.
No matter what the books say, a 5000xp Dark Heresy character is not comparable to the starting "5000xp" Rogue Trader character(s).
This is best exemplified by rolling up any random Rogue Trader character, and then making your own Dark Heresy character and assigning it 5000xp, and then spend it.
The Rogue Trader characters will have higher base Characteristics (+5) and thus higher caps (since you get a maximum of +20, 4*5 Advances). The Dark Heresy characters will have many, many more skills and be far more focused. Dark Heresy advances are cheaper, and as you advance a character, you will focus on the things that are relevant to said character.
This is a luxury the Rogue Trader characters simply don't get. It doesn't help the Arch-Militant that he has Universal weapons training (save Flame), since he likely will only be using one-two, maybe three different kinds of weapons - and no Rogue Trader character has complete control over what those "4500xp" starting experience has been spent on.
It'll be things like Carouse or Decadence, or Common Lores and you-never-know-what-else. These might be appropriate for your character, but they might also not be. The point is that it's slightly out of your hands.
In essence, while the rules between the various lines mesh fairly well and you can port almost everything just straight over, player characters shouldn't be mixed without significant tweaking. A Dark Heresy character is a massive skillmonkey with lower caps compared to a Rogue Trader character, with a metric ton of tricks up his sleeve.
I would suggest converting the careers if you want them, but with the Career-based system in DH/RT, that's potentially time-consuming, crafting and balancing each Rank. But it's also the best solution.
Cheers and good luck.