Now I admit I'm not as well read as many in the realms of 40k, but what Ive read so far (All the Ultra books, Dawn of war series etc.) leads me to believe that the Space Marines by and Large do not take orders from Inquisitors, regard them as a minor irritation and couldn't care less what they think.
In fact in one of the Blood Ravens books Capt. Gabrial Angelos flat out tells one he does not have the authority to issue orders to him.