How to turn Allow-Loopback on ?
I would like to use my P800 with VNC to control my Mac, but I have to turn Allow-Loopback on to use it.
Is it possible - there are no settings ...
You can certainly do exactly what you described, control the Mac from your Windows using a VNC client. The default settings for OSXvnc will work just fine for this.
The loopback address (127.0.0.1) is always allowed to connect to OSXvnc, if "Only allow local connections" is checked then ONLY that address can connect. Be careful sometimes using the term "localhost" will resolve to the IPv6 version and not allow a connection, use 127.0.0.1 explicitly.
Just to be clear - sometimes when people refer to "loopback" they want to create a separate GUI session (ala X-Windows). The MacOS X Window Server does not support this behavior. Any connection to the OSXvnc server will show the one and only running GUI session.