You can't in Premiere Elements. Use the loop function of the DVD player or put your slideshow on the timeline several times in succession..
That's what I thought! Thank you!
I would disagree with the following as written by Peru Bob.
You can't in Premiere Elements.
You can obtain a DVD-VIDEO on DVD disc that loops using Premiere Elements in conjunction with free programs such as IfoEdit or PgcEdit.
The step by step how to to do that can be found in the following link
Often it is quicker to use the repeat function of the player.
Repeating Timeline content (train effect) on the Timeline to create the looping illusion can be prohibitive depending on the size of the project
and the computer resources.
Any questions or need clarification, please do not hesitate to ask.