In SQL Server 2005 and above SQLCMD.exe comes packaged with each installation regardless of edition. This part of the T-SQL Command Line Options blog series will cover the basics for executing...
LoopBackCheck is, like its name says, a security feature applicable to connection established to the loopback address (127.0.0.1). It applies to NTLM authentication only. It allows protecting a Windows computer against threat exploiting connections to the loop back adapter specifically.