Pi ends at some point, no-one's found the last digit yet is all

I have trouble with the concept of infinity, or "never ending".  I don't understand how something can last, or go on, forever.

They say the universe is expanding, but where is it going?  We were always told that the universe was it, that it went on forever, so how does something that goes on forever expand?

Everything has to stop somewhere, and I want to know where that is.