Jobs in the private security industry don't pay very well unless you get into one of the more specialized positions. While your military experience is good, that alone doesn't make you qualified to work at some of the better jobs in private security.
Have you considered getting into law enforcement or corrections? Many of these jobs pay better and have good benefits. There is high demand in some areas and your status as a Veteran may give you an advantage.
If you really want to be in private security, then I would suggest you try and get in with one of the guard companies that have "elite" units. These units provide security at nuclear power plants, military facilities, government buildings, etc. and are typically armed positions. Some also have specialized units that provide security during strikes and other labor disputes.
I would contact each of the major security companies such as Allied Barton, Guardsmark, Wackenhut and Securitas to see what they have available. There are also a number of smaller security companies that provide "elite" security services; you can locate many of these by doing a web search for "strike security".
Long-term, you should try and expand your skills and get professional certifications such as the Certified Protection Professional (CPP) or Physical Security Professional (PCP). Also, try and become part of professional security organizations such as ASIS. http://www.asisonline.org
Finally, restricting yourself to living in the Rochester area will be very limiting to your career in security. At this point in your career, you will have the most opportunity if you are flexible about where you are willing to live. After you have five or ten years of experience under your belt, you can become more picky about location.
Good luck with your job hunt.