1.6 million uniformed military personnel exempt from a shutdown per paragraph 4 at http://news.yahoo.com/s/ap/20110224/ap_on_re_us/us_what_shutdown
Article says troops will remain at their posts. This is true. Doesn't mean they'll get paid.
Yes they are exempt but the people who cut their checks aren’t. I heard that their checks may be late in getting to some of them. That could mean missed house/car payments or rent and other hardships.