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Executing sql queries inside loops can be extremely detrimental to program speeds. Not all sql queries that appear inside loops get executed more than once however. Because the processor can't tell the difference between the ones that get executed every time the loop runs and the ones that don't, it simply warns you about them so you can make that determination yourself. Here is an example of a sql query inside a loop that doesn't get executed more than once:

for($i=0;$i<100;$i++)
{
   if($i==37)
   {
      mysql_query("select * from `test`");
   }
}

For an example of what not to do and how to do it correctly, see this article by Google.