Go to the sample view (click on the sample you have loaded - so that you se the actual sample. i.e the graphical displayed sample) and choose how you want to loop your sample (forward/pingpong)from the menu on the top right side of the window
On the graphical sample two moveable points will appear (located at the beginning of the sample) slide one to the point where you want your loop to end - and the other where you want the loop to start.
You can play the sample so that it will be easier to determine where the best loop positions are.
I have had the same problem - its a bit tricky to spot the loop pointers if you dont know where they are. You grap them by the base to move them around, right!?