There are not an infinite number of planets or stars in the universe. Scientists even debate on how large the universe is. There are theories about the Universe folding back in on itself meaning that it cannot go on forever. Forever and infinity are only conceptual as only conceptual things like numbers and what not may go on "forever" (pi) and even that is not absolute. Another interesting application of man trying to classify what it does not understand. Because the universe is larger than the scope of our knowledge does not make it infinite.