How do I compare 2 XMM registers (SSE) and test for equality to break out of loop?

After using the assembly instruction:

pcmpeqd xmm2, xmm7

The result in resgister xmm2 = 00000000 00000000 FFFFFFFF 00000000

The result is correct. Unfortunately the comparison sets no flags that can be tested to break out of the loop. Also any one of the 4 dwords can have all their bits set, not just the example given here. Do I have to load each one of the 4 dwords into a general purpose register to test again? Or is there a quicker way to do it?