How can I make a looping ogg file to use in rmxp ,and what is required program to make that ogg file and save it
to use

There are a few ways to approach this, one of which I don't think you can do.

1.If it's simply a file you have composed, just make the end of the track sound similar to the beginning.

2.If it isn't yours, you can "Fade in" the beginning and "Fade out" the ending with audacity

3. If that is not what you want, you could always convert the .ogg into .wav, download wavosaur and set up loop-points for the file, and see if it converts into .ogg alright.

Now, i've never used wavosaur, so don't ask me about it.

Is it an SE or BGM?

It's much easier to use a waveform editing program to work out the loop points and then WinVorbis to set loop points in an .OGG, but unfortunately they won't be read by XP's audio engine. They started recognising the loop points in VX. Save using an external audio engine, like fmod (I believe I once spotted an RGSS script that allowed and controlled the use of the fmod sound engine, available as a .dll), I'm not sure how you could set up successful loop points with OGGs.

OGGs will of course loop from the end to the beginning much more seamlessly than an MP3, but if you want the loop to be smooth, you'll need to cut off the decay at the end of the song and paste it over the beginning, which sometimes results in a choppy beginning of the track, but only when it first starts playing.
The songs will have to loop in their entirety, so you won't be able to have an intro section that only plays the first time round.

http://www.hbgames.org/forums/viewtopic.php?t=55486.0
That's where you can find the FMOD Ex Audio for RMXP

FEXP Has a great script custom built right into it that controls loop points for literally any audio type. The only thing that matters is filename.

Knowing FEXP, no one will be able to use it because it's written with the other custom scripts and nothing else will work with it xD

But of course xD

I'm probably missing something but why not just use BGM or BGS? They automaticly loop.

@stripe103 What he means is how like, console games' music tracks usually have an intro, and then after the song, they just go back to a certain place after the intro so you don't have it playing more than once.

Aha, then I know what he means. Well that can't be done just using BGM
But I guess you could seperate the intro from the loop and then have common event(or any event) be set to parallel process and you could time it with a wait and then stop the intro and start the loop as a BGM, and then disable the common event.
That is the only way I can think of if the way with the sound file don't work.