Depending on your class rank it can be hard. If you are in the bottom half of the class you will most likely have to ADSO to get Infantry. It is also possible (as mentioned by LITS aobve) to branch something else and get branch detailed into the Infantry for a period of time after which you will return to your basic branch.
There have been a fair number of people for the past several years who put Infantry as their first choice, but did not receive it -- another reason that class rank is so important.