From The Times, London, March 17, 2010:

Commandos from 14 countries, including British special forces and Royal Marines, took part in the Nato exercise [in Narvik, Norway]. The use of dogs in High Altitude High Opening missions was pioneered by America’s Delta Force, which trained the animals to breathe through oxygen masks during the jump.

The SAS has adapted similar techniques and, according to special forces sources, bought a number of American-trained dogs for use in Iraq and Afghanistan. The dogs used by the British are fitted with a head camera, allowing special forces to see inside insurgent compounds, and Kevlar body armour.
To read the entire story and see a photo of an exit from an aircraft, click here. It looks as though dogs don't have to keep their feet and knees together ...