A friend who was an embassy guard in a war-torn country said SOP was:
(In the event of encountering an insurgent)
1. Fire warning shot
2. Yell "HALT!"
3. Engage BG
Actual sequence:
1. Shoot enemy
2. Yell "HALT!"
3. Then fire warning shot
Our training in the USAF clearly stated (as well as signs all over the base): WARNING SHOTS ARE NOT AUTHORIZED!
Probably afraid we might accidently shoot down a KC135