well, I just wonder, if I would foucus on something very far away, the moon for example, should not the focus ring be set to infinity?? Or is it something strange with the lens if itīs not??
If it's a zoom lens then the focal point may vary slightly at different focal lengths, so the lens has to refocus as you zoom (its cheaper that way) - thus the position of the focusing ring changes. Not all lenses have the barrels marked to reflect this.
Many long lenses focus past infinity. This allows the changing length of the lens due to temperature changes to still allow the lens to reach infinity. As the temperature of a metal lens barrel drops, the length of the barrel gets shorter, and one must focus out a bit further to attain infinity focus.