The loop you described is really an endless loop. It has no condition with which it will terminate. This is usually done in video games, where the game runs a continuous loop until some condition breaks it and the game ends.
Is better to use this:
1 2 3 4 5 6 7
if(Some_Condition) //the user selects "quit" on the menu screen
Its better because its easier to read. But it accomplishes the same thing.