I am currently and officer in the army and wanted to go into MI or CID unfortunately the way OCS is set up even with a master's degree I didn't get either of those choices and recently found out that a commissioned officer can no go into CID. It is definately unfortunate.
The fine agents in CID land are always looking for new recruits (as a soldier in a CID unit, I've been approched numerous times by agents to join). The good news is that there are CID offices everywhere and most of the agents will be happy to assist you with the information that you will need before you can join. Be warned though, if you like the army (the discipline, the structure, the common military courtesies) then joining CID might not be the best thing for you. I've been in 2 different CID units and was deployed with 1, they take some getting used to.