This is for a Video DVD, ie-it plays back on set-top boxes? Then in that case, you'd need to export to an Uncompressed MOV (genuine Quicktime - only available on the Mac version of Flash) or an Uncompressed AVI (if you're on Windows). Then you'd have to get proper DVD authoring software. If you're on Windows, get Adobe Encore DVD - it's simple to use, and yet powerful enough to do professional DVDs (in fact, we use either Encore on the PC or DVD Studio Pro on the Mac to put out our DVD box sets of the series that we produce at 9 Story). In Encore, this is what you'd do:
1) Import the movie clip as an Asset
2) Create a new Timeline from the Asset
3) In the Properties palette for the Timeline you've just created, make the End Action go back to the same Timeline
Now, one of the problems DVDs have is that looping isn't seamless. It will, unfortunately, have a half-second pause, or so, on most set-top boxes (some will pre-buffer the movies, in which case you're golden, but most do not). There is, unfortunately, no way around this other than bringing the movie that you exported from Flash into another application (like Premiere, etc.) and then dropping it multiple times onto the timeline, so that it appears to loop. When you render that out to a new clip, you can then import the new, much larger, clip into Encore and then do the same steps listed above. It will play the bigger clip which makes it look like it's looping seamlessly, for a few tries, but once it's hit the end of the clip, it will still have that half-second pause before it starts the clip again.
Sorry that there's no better solution to this, but unfortunately that's one of the ugly workarounds we've had to figure out when putting out DVDs.