Yeah, certain things can be a bit of a bitch to find.
As far as "infinite" focus, that's just something you're going to have to toy with since it can differ based on how far in your diode is seated in the housing, et cetera. I've come across a number of easy recommendations that didn't work for some of my lasers but worked perfectly on others.
Just remember that you're never going to get a 0-dispersal beam. If you want the point to be narrow further away, it's going to be fairly wide close-up; likewise, if you want it to be narrow close-up (like for burning) it's going to be wide far away.
Just find a black, non-reflective (non-flammable) surface to work on your focusing and a distant (SAFE!) target (I use the wall of a self-storage facility a few blocks from my apartment -- I live in a largely industrial area with very little evening traffic). The easiest rule of thumb to follow is to do it where you and your beam won't be seen by others, that way you don't risk harming anyone or getting into any trouble. Start with the lense screwed all the way down and compare the point you get close-up with the distant point. Try and make mental notes of how far you have to unscrew the lense to get the focus you want so it'll be easy to reproduce in the future. Assign three focus settings: Distance (or "infinity") for star pointing, et aliqui; Middle, for general pointer duty that will give you a small point about 5-10 feet away; and Close, for burning, that will give you a tiny point at about 2-3 ft.
Remeber NEVER to point your laser at a window, a person, or any occupied vehicles. And always use safety goggles (made for protection from the specific wavelength of each laser) when you're using your laser up close.