OK the term you want isn't infinite but *irrational*
an irrational number is one that can't be expressed by a simple fraction like 1/2 or even 1/3
That means that the numbers in the decimal point continue forever without pattern
It's not that easy to prove why - it was 1761 before someone proved that was the case wikipedia has an overview but it's somewhat complex - If it was easy it wouldn't have taken 3,000 years to get to!
http://en.wikipedia.org/wiki/Proof_that_%CF%80_is_irrational
As a matter of interest there is the Fynman point in pi which is a sequence of 6 9s 762 decimals in ...4999999837...
It got it's name because Richard Fynman joked that he'd like to be able to memorise PI to this point so he could quote it and then say " 4999999 and so on" implying that it continued like that! - a bit of scientific humour!