When you export the data to OGG, it should bring up a list of metadata. Just add two more to the list: LOOPSTART and LOOPLENGTH. You can also access this through Edit -> Metadata.
Now, getting the exact right start and length points takes a little finagling. When you have the project open in Audacity, down near the bottom, set it to "Start and Length of Selection", and where it shows the timestamps, click the little arrow and pick "Samples". Now drag over the part where you want the loop. Try to get it as close as possible to where the loop should start and end. In the newest version of Audacity, there appears to be a "Loop" button. Turn that on. (In older versions you had to hold down a key when playing to get it to loop - Shift, I think.) If you click the timeline (NOT the audio portion, the timeline above it) just before the end of your selection, it'll start playback from there and should loop back to the beginning of the selection.
When you have it right - you don't hear a jump or pop or anything when it loops - then use the sample numbers in LOOPSTART and LOOPLENGTH.
This plugin also uses sample numbers in the same way when you override LOOPSTART and LOOPLENGTH through the playback parameters.
EDIT: If the selection and loop desynch (happened to me while playing with it just now), right-click the timeline and pick "Set Loop to Selection".
