Distortion pedals are designed to go into the normal input of the amp, it'll sound like crap in the FX loop. FX loops are more designed for stuff like modulation and delay FX, that generally sound clearer put after any amp overdrive.
The way you'd use it would be to plug your guitar into the normal input, run a cable from the FX SEND jack into the input of your pedal(s) then another lead from the pedal(s) output to the amp's FX RETURN jack.