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Further what Sharma says, most people simply use the Repeat function on the DVD player.
What Shama is suggestion it to basically do your Video as Play First on the DVD (no Menus, or regular navigation), and then set the End Action for your Timeline back to itself - creating the loop.
PrE does not allow for this directly, so one needs to either use a program like the great PGCEdit, or author the DVD in another program, like Adobe Encore (no longer available as a stand-alone, but included and installed with PrPro). I would also guess that Sony's DVD Architect can do this easily too. Steve Grisetti has written a book on that authoring program, and has also done many great articles on it, available at Muvipix. That might offer an alternative, but PGCEdit should be quick and very easy. Thanks Shama!