Step 1: Analyze the sets.
- Set 1: \( (x - 1)(x - 2) = 0 \) has solutions \( x = 1 \) or \( x = 2 \). This is a finite set.
- Set 2: The prime numbers less than 199 are finite. This is also a finite set.
- Set 3: \( x^5 - 1 = 0 \) implies \( x = 1 \). This is a finite set.
- Set 4: The set of odd numbers is infinite, as there is no upper bound to the number of odd integers.
Step 2: Conclusion.
The infinite set is option 4, which comprises all odd numbers in \( \mathbb{N} \). Therefore, the correct answer is 4: \( \{ x: x \in \mathbb{N} \text{ and } x \text{ is odd} \} \).