Hey, Adam. Good to see you around.
For what it's worth, I still use SHS6XL more than the newer versions.
It's always been a strong performer, and it's rock solid on an XP platform like you and I have.
As for your questions, I believe the "infinity" button you are referring to is the loop button in the SD2 GUI(to the right of the play button). It will play the pattern repeatedly within SD2, but that will not actually be part of your project. It is great for jamming along with or fleshing out an idea without commiting it to your project. It has nothing whatsoever to do with what is actually in your MIDI track.
To get a pattern into your MIDI track, select A,B, D, whatever, then drag from the note icon.
Tis will drag one itteration of the selected pattern into your MIDI track.
To repeat a pattern, hover your cursor over the right edge of the pattern. It will change into a little handle. Hold and drag the pattern out for as many repetitions as you want. You can tell where the loop ends by the notches in the clip.
To get a different pattern, click the appropriate button, then drag from the note icon again.
You can quickly build your basic drum track this way.
Once the MIDI track is built, you can switch to the Piano Roll. Here, you can do more precise edits on the drums.
Be sure to hit the Stop button in the SD2 GUI when you want to play your MIDI track.
Otherwise, you will hear your track, plus the looping pattern in the SD2 GUI. This would definitely make it sound like you are hearing something very different from what you expected.