They don't jump out of commercial airliners.

Airliners didn't always have this door mechanism: http://en.wikipedia.org/wiki/D._B._Cooper

The plane isn't pressurized, and often, the cabin has no door at all -- you are free to step right out of the aircraft. The maximum altitude is kept below 12-15k ft -- above that, a jump would require special breathing equipment for the dive.

Some planes do have closing doors -- for instance, rear-loading cargo planes. Those are the most fun to jump out of, since you can take a running James Bond-style leap out the back of the airplane.

Free to step out of the aircraft, but typically you can clip yourself into the inside of the plane with a carabiner. My first time jumping out of a perfectly good plane was at 15,000 feet out of a plane with no "normal" door on the side: as we climbed to altitude, we were sitting on the floor of the plane looking towards the tail - and straight out the gaping door on the side of the plane. It's a weird thing to look (almost) directly ahead and see the ground at that angle.

Someday I'll jump out of a rear-loading plane -- as long as it's not a static line jump... since I'm not military, that probably won't be a problem though ;)