Is there really any problem with an infinate regresion of universes?

[Tonus]

Religionists like to claim that there can't be infinite regresses.

Only because they give god a special exemption by making him 'eternal.'  which, as I often joke, means that it literally took him forever to create the universe.  In any event, getting around the problem of who created god by simply giving him a new super-power doesn't really deal with the issue of infinite regress.

I don't know if there's a problem with an infinite regression of universes, or if the multiverse theories are valid or even possible.  I simply don't understand the physics anywhere near well enough to say.  It's a fascinating concept, especially if you imagine the scale of something like a "bubbling soup of universes."  What if this universe is just one of dozens being used by magnificent cosmic entities to play a game of marbles in their reality?  What if some of the dust motes we wipe off of our furniture are universes like ours, whose intelligent life make up such a tiny fraction of its mass that they measure its distance in billions of light years?