Midi controller 111? (2k3)

I have several MIDI files that I want the game to loop, but I have no clue what the help files mean when it says "midi controller event 111".  Can someone shed some light on this?  I know, from the help files, that the controller event loops the song back to itself once the midi stops playing in RPGM, but what program would I use for this?  Currently I use Anvil Studio, which has no said midi controller (from my hours of searching the program).

Shouldn't RPG Maker automatically loop? Or is that just for XP?

No what the controller event supposedly does is, if your track has an intro, you can put the event just after the intro section, and RM will loop back to that one spot instead of repeating the intro over.  Yes it automatically loops, but my tracks have intros and it keeps looping the ENTIRE song.

Ohh ok. XP I don't think I've seen that in XP?

why ask about xp this is 2k3...

and btw, i love the avatar.