If they bank with USAA, which I highly recommend they do, then you can go ahead and setup the Roth IRA there.
They will earn enough income in 2010 to fully fund the full $5000, assuming they stay the entire year.
USAA has some great financial products and low fees. they are also very good about helping to educate the cadets about investment matters, should they decide to ask.
Funds used to fund the Roth IRA do not have to come from the cadet, they just have to have enough earned income to cover whatever amount they put in, up to $5,000