The training they go through varies depending on what their contract has them doing. Not all, but most are former military of some sort. Jame Yeager was a S.W.A.T officer before going, he never served in the military. I know there were a good number of former special forces members and infantrymen that joined up. Military pay of ~$50,000 a year compared to their $110,000-$200,000 which $85k was untaxed was a huge incentive to get out of the military.
Here is another great Blackwater firefight. If I recall, this is what started the trouble for Blackwater, they were a "armed security detail" not Military Combatants. But in the video Im posting below, they fought along side US Military. Which then changed their roll to more of a Combative Force than a security detail. But at one point they did do some fucked up stuff.
Here of the Videos (Posted on Yeagers YouTube page, I dont know if he was there or just sharing)
Pt1
http://www.youtube.com/watch?v=vaJYlk4z5RQ
Pt2
http://www.youtube.com/watch?v=P1g-x9ncP8I