Nil is a good place to start but making a good or perfect loop takes a lot of practice, and still it doesn't work every time. The cross-fade filter is your friend but it doesn't do all the work for you. First you try to look for similar wave characteristics and place the loop points on the "same" spot on the wave form. The loop may still sound wrong even if there's no pop, so you might need to move the other loop point back or forward one or more "cycles" of the wave form. You may get lucky by doing this only, it works with simple samples. But if there's something like a reverb kicking in during the sample, the cross-fader can help even the loop out.
I took a quick stab at looping your sample and it came out pretty good, although the sound "color" did change a little. That means the cross-fading introduced some wave cancellation which could probably have been avoided by moving the other loop point a cycle back or forward before selecting a region encompassing it and applying the cross-fade. <- That monster of a sentence is also supposed to give you a hint on how to use the cross-fade function (which can be found in the Advanced sub menu of the sample editor context menu).