Looping Shows Without Menu

Been using Pro Show Producer for years.  I like Director but having one major problem.  In PSP I could burn a show that would automatically loop at the end.  Does anyone know how to do that in Director?  I burn the identical show with a menu and it works perfectly but when I burn the same show with no menu like I did in PSP, nothing shows up on screen.  There is an option after I choose no menu that says "loop shows when no menu is selected" and it burns on the disc but after loading (when playing) nothing shows on the TV screen.  FYI I am trying to play it on different DVD players and get the same result - works perfectly when I use a menu and nothing when I choose "no menu"  Thanks you in advance