I have to disagree a little with Tony's responce. It all depends on what the company is looking for. If the company is looking for just a payroll clerk to do simple data entry or if the company has payroll only in one state, then Tony is correct. But if the company is looking for something more, then it does matter if you have experience. There are several laws that apply to payroll that some companies are not aware of or "look over" The state of California, for example, has so many laws that all payroll personnel MUST know in order to abide with the laws to pay the employees correctly.
If the company has multiple states, then it also helps to know if that state has state income tax and to go even more if that state has local county, city, transit, township, school district, disability, employee paid unemployment, etc. and how they all work.
Bottom line is if the company is single nontaxed state, then Tony is correct. If the company is multi state, then Tony is somewhat incorrect. Tony is also correct in stating that your previous military experience does not help, unless the company you are applying for is a military based company.
I have worked for big and small, single and multi state companies doing payroll so your best bet would be to find your local APA (American Payroll Association) chapter in your area and get connected with other payroll professionals. If you can not find one, go to the American Payroll Association's web site and search around to see if you can find something that can help you there. I know it did me.