A lens that creates parallel rays with a focal point at infinity can be achieved using a combination of two lenses. The first lens focuses the light, while the second lens, positioned at the focal point of the first, converts the focused light into parallel rays. The discussion highlights that the original query involves light from a parabolic antenna, not laser light, and addresses concerns about intensity loss in collimators. It is noted that all electromagnetic waves, including microwaves, exhibit similar properties to light. Understanding the setup and configuration of these lenses is crucial for achieving the desired optical effect.