Video Loops (Raster)

one thing i was curious about was sites like, advanceflash, all sell these gimmicky flash loops that are quite attractive.
I was wondering if it is possible to do this using any program? Cause i have tried emulating it in 3dsmax, after effects, even flash itself, to no avail.
Can anyone pls tell me how to go about creating those movie loops? Thanks :slight_smile: