Change them to graphics and use the properties panel to have them start their loops on different frames
OR
just make a few copies of the soldiers, right click one at a time and press "duplicate symbol", you'll change the name and then just move the frames around so they loop differently
Gerkinman
Had that problem myself, i usually end up duplicating the clip and adding in some extra frames or taking some out to make around 5 variations. You could re-align all the keyframes to make the walk cycles start at different points, but thats a pain in the arse.