Download a Modplug tracker at www.modplug.com and open with this programm the song you mean Click on the Register General.
See the little white box before LOOPSONG? if there isnta tic clic it on.
Now your song will be loop.
Not? Then, click on PATTERNS and click on the Play icon. While the music is playing. Look for any red signs. When there one appears view the number behind. Click on the pattern with the number. Is this one clear and links at his end to itself? When, then erase the red signs you have seen. Now it must work!