For infrared, a good rule of thumb is to use the f11 depth of field mark away from infinity. In other words, if you are focussing at infinity, put infinity on the f11 depth of field mark.
Its only a rough guess but its better than just shutting down and hoping for the best. The exact position depends on the focal length and glass types etc.
Most lenses that have an infrared mark place this somewhere between f8 and f11.
I've managed to acquire a 39mm infrared filter, but haven't made use of it yet.