Perry County Sheriff Jimmy Dale Smith tells WDAM-TV (http://bit.ly/1UlrHi6) that the shots were fired just after noon Tuesday. The soldiers were training at Camp Shelby Joint Forces Training Center in Hattiesburg.
About 4,600 soldiers are participating in the training exercise, which is scheduled to continue through mid-August.
A vehicle matching the description of the two suspects' truck was found near New Augusta off Old Augusta Road, according to WDAM. The suspects were driving a red Ford Ranger with the words "broken arrow" on the windshield.
Two men are being questioned by MHP, but are not under arrest at this time. Authorities say they are still looking for two white males who allegedly fired from the vehicle and fled in the vehicle.
Conspiracy theory websites have noted that a logo used in a "leaked" slideshow presentation for the "Jade Helm 15" exercise featured broken arrows in its design. In military terminology, "broken arrow" is code used to signal for assistance when a unit or camp is overrun.
Members of the Forrest County Sheriff's Department and the Mississippi Forestry Commission are assisting in the search.
TPM reporter Catherine Thompson contributed reporting to this story.
Information from: WDAM-TV, http://www.wdam.com
This post has been updated.