ProTracker can open regular WAV files (preferably 20 050Hz / 8bit / mono) and it's also fun to create samples all by yourself, let's say you downloaded or generated some sample with your synth/softsynth/VST/whatever. then you should normalize or better maximize your sample with compressor/limiter so your sample is stuffed through whole bit depth (if it was quiet, it would be too noisy). Then you just resample, convert bit depth, mix channels from x to 1, save as wav and you're done. For sample looping i found the best way in zero crossing (since we have just one channel, it's pretty easy), but other ways were said earlier in this thread...
