QUOTE
Export the slideshow to QuckTime
and burn the movie file using iDVD
I'm not sure a QuickTime movie can 'loop'. And I strong second the FotoMagico suggestion, it is what iPhoto could/should have been. The 'loop' function still may remain an issue.
Keynote can export to PowerPoint, I think. Just don't use too much in the way of fancy transitions, those are usually proprietary to PP and Keynote. Surely that can do the loop thing and most Windows users should have PP.
iPhoto should allow you to arrange the images,
in an album, in any order you want, at least the later versions can. If you use Keynote, it can 'see' the images with its "Media" button and import them. You should also be able to drag and drop them ( from the album ) individually, into any Apple app. The Apple apps, will understand to use the original not the alias. BTW, stay out of the iPhoto folders in the Finder! Messin' with those is a sure way to create trouble for iPhoto!