In iMovie 10.1.1 you can't embed a loop command into your movie. At least, I haven't been able to. There is a "Loop Playback" menu item in the View menu that will let you loop your playback for editing preview purposes, but when you share out the movie, the loop command is not embedded.
However, you can share out your movie and play it with the Quicktime Player where the view menu has a loop command. On a tip from another thread, I tried saving the loop command into the movie by renaming and saving, but I was unable to replicate the results of the other poster. You might try it and see if you have success.
Also, you can make your movie loop in iDVD playback by right clicking on the link to your movie in the iDVD screen, and selecting Loop in the Advanced menu. This is the method that I have used in the past. You can actually share your movie twice into iDVD, and set one with a loop and one without a loop so that the viewer has options.
Perhaps others will weigh in with additional input.