What sort of training are you after regarding your security guards? If it is to enable them to comply with the Psira grading, you would be better off contracting a school leaver and getting them to work through the Psira booklets.
If it is for customized operating procedures, you would be better off creating your own video. In fact, it would be cheaper to set up a PowerPoint presentation and to screen that.
However, my experience has shown that very few (if any) video training modules are accredited training mechanisms. So, you would (once again) gain better value from structured unit standard-based face-to-face interventions rather than passive video screenings.
To this end, any of the many security training providers should be able to help. Your post does not indicate the purpose of such training - be warned that neither SASSETA nor SAQA would recognize a video presentation as a developmental intervention. From a business perspective, it is simply a legit 'time off' period.
Hope this helps.
Regards, Bryan