How do I convert a .gif into a looping Quicktime .mov? I have Quicktime Pro

Open the .gif file using QuickTime Pro. Set the file to "loop" (Command-L) and use Save As.
QuickTime Pro will now make a .mov file of your animated .gif file.

Yes and no.
It was easy to assign a "transparency" color in previous versions of QuickTime Pro. Just open the "Color Wheel", pick your color and QuickTime Pro would use it to mask your .gif file.
In version 7 you only get to use a "mask" (useless on a motion graphic like an animated gif) or pick either a "level" of opacity (also shows the background).
Open the Movie Properties window (Pro only) and highlight the video track.
Click the "Visual Settings" tab and you'll notice "Transparency" options (lower left under the Mask).
Older versions of QT Pro also allowed "blends" of this transparent color.
I used to use a gaudy Pepto Bismol pink as my transparent color. Now I must be sure to include an alpha channel (black or white) in my imported images. This means your .gif must also either black or white as the transparent color.