there is no built in setting for it, but you can add it yourself manually.
edit [includes/classes/zen_lightbox/options.php]
add
PHP Code:
'loop:' . 'true, ' .
after the FIRST echo line
it will look like this when you are done
PHP Code:
echo
'loop:' . 'true, ' .
'overlayOpacity:' . ZEN_LIGHTBOX_OVERLAY_OPACITY .
',overlayFadeDuration:' . ZEN_LIGHTBOX_OVERLAY_FADE_DURATION .
daniel