GURPS is a roleplaying system - it stands for Generic Universal RolePlaying System.
http://en.wikipedia.org/wiki/GURPSIt's relatively simple (as they go) to run, but open-ended - GURPS produce books to cater for every style and setting - there's SciFi GURPS rules, Horror GURPS rules, Fantasy GURPS rules.
(That's one of the reasons that Character Generation's so clunky - the same system's used to create stats for any number of styles, so it needs to be adaptable).
In this, specific case, I'm using the rules from
http://www.sjgames.com/hellboy/ - the
Official Hellboy roleplaing game.