Since you are obviously new to all this, we've all been there, you might like to draw a flow chart .... It will help you visualise what you want to do.
I don't understand why you would want to pick a loop and stay there either but if that is what you need then while is the simplest construct
Have a look at the reference section ...
http://arduino.cc/en/Reference/While
void loop()
while(i = 1){
// statement(s)
}
while(i = 2){
// statement(s)
}
Serial.println("Why?");
}
If i is not 1 or 2 you will continually print why.
if i is 1 or 2 you will continually loop through the code in one of the while loops.
In the Arduino IDE ...
void Setup() always runs first, but only once.
then
void loop() is called and any code within it is executed sequentially, when you reach the bottom it simply starts again, no matter how long or short it is
(within constraints of time and available memory)
If you call a function from anywhere, including the main loop, the code in it will run and when its done the control is passed back to the line immediately below the function call in the original code, a bit like a detour off the path to visit something on one side.
You are going to need to read up on some basics to get a feel for things.
I hope I have given you somewhere to start