It appears our attempts to dissuade people from the answer was unsuccessful. This is a very counter-intuitive problem to most people, and the fact nearly all of the responses claimed zero is somewhat reassuring in humanity. Although, allow me to clear up some points.
1/n, n → ∞ is 0. This zero is not special in any way, and is the same as all other zeroes. That is to say the probability of choosing the number 42 is zero, even if you choose the number. It can happen, but it is statistically impossible.
The set of all integers is an aleph-null set (a designation of infinite sets). This is because the set is composed of countable entities. If we expand the set to all real numbers, we are working in aleph-one: which is a degree higher. Regardless, the probability is the same for both the aleph-null and aleph-one set.
But it can't be zero, because it's possible to choose 42. Therefore, it must be a number above 0.
The probabability of choosing 42 out of real numbers in the given interval [42-0, 42+0] is 0.
I understand what you're saying, but it is the same as [42, 42], which only contains one number (1/n → ∞ doesn't change how the zero behaves). If you wished to designate a neighborhood around 42, the proper calculus designation would be (41, 43).
Actually, if you had infinite life, infinite energy, and infinite will to pull out integers from a magic hat containing all integers, until the integer 42 has been pulled out, then I think the probability wouldn't be zero. Though this statement is the one thing that really needs citation.
This actually can be solved by playing around with limits and convergence tests. Infinite trials would result in a 100% chance of success in an aleph-null set. In an aleph-one set, the chance of success would still be zero.
Impossible to do without a fixed range, so the probability that you could do this is 0.

I think you mean set.
You're asking for a number for 1/infinity, which is like asking for a number for 1/0; you're not going to get a number.
The answer is infinitesimal. Those saying limit zero are also right.
Actually limits demonstrate that 1/∞ is equal to zero. The answer is zero, through the same logic that 0.999 ... = 1
None.