How to burn a DVD so it will continuously loop

 Can you say which version of photo story you have?
Under Version 9 and Previous versions you can go to your burn screen.
Right click on your menu preview (usually the middle),
this will show a pop up menu,
Choose properties,
under the bottom right side of this menu is the options for actions at the end of a movie.
The option play slide show as an endless loop is the one you where asking for.