To light my soldier guy I've used just an omni to back light it and a MR spot to key light, with a mapped sphere to simulate the environment.
Rendering and Post Production
To render him out, I've turned on the final gather in Mental Ray, and to use in post production, I've rendered a ambient occlusion pass. So in Photoshop, I've used this pass with a multiply blend to get more details in the shadows.
With some other adjustments, here is the final image.