The Vedas are indeed infinite. The saying “Anantho Vai Vedaha” only indicates their limitless nature in terms of content and form. Just as the natural laws in creation have always been in place and no one can take credit for inventing them, the Vedas have always been in existence since time immemorial. They are held to be apaurusheya, meaning not made by any person. They are believed to be the very breath of the Supreme Brahman. Their greatness lies in their teachings that benefit humanity. In them man can find the ways and means to attain whatever worldly goals he desires and above all, the way to seek the ultimate goal, salvation.
In a discourse, Sri B. Sundarkumar drew attention to the fact that Vyasa, whose original name is Krishna Dvaipayana, came to be known as Veda Vyasa owing to his role in arranging and classifying the Vedas into a comprehensive format. Vyasa was born in the beginning of Dwapara Yuga due to divine Sankalpa. Foreseeing that in Kali Yuga people will be short lived and their grasping power much reduced, he was concerned that they should not miss out on the benefits of the Vedas. But the Vedas were unwieldy as a huge mountain. So he divided them into four sections, the Rg, Sama, Yajur and Atharvana Vedas. Each of them is self contained. Vyasa taught the Rg Veda to Pyler, the Yajur to Vaisampayana, the Sama to Jaimini, and the Atharvana to Sumantu.
There is a difference between invention and discovery. Vyasa did not invent or create the Vedas. But he discovered their import and usefulness for mankind. So he organised and presented the same in simpler form. This is similar to the way in which for instance, man has tried to discover and understand the natural law of gravity and through effort and research has brought out the useful air plane