ive got vista - its pritty simple to install a loopback
control panel
click classic view on the side (beacuse its easier)
open up "add hardware" > click next on the first window > choose "install the hardware that I manually select from a list"
next window should be a list of hardware
go down to "network adapters" > press next
in the next window click "windows" from the manufactuers panel > then microsoft loopback adapter from the network adapter panel
then thats it - thats the loopback for vista installed, you just need to stick the ip in and stuff.. its on the fourm somewhere