Code generation with Large Language Models (LLMs) has helped to increase software developer productivity in coding tasks, but has yet to have significant impact on the tasks of software developers that surround this code. In particular, the challenge of infrastructure management remains an open question. We investigate the ability of an LLM agent to construct infrastructure using the Infrastructure as Code (IaC) paradigm. We particularly investigate the use of a feedback loop that returns errors and warnings on the generated IaC to allow the LLM agent to improve the code. We find that, for each iteration of the loop, its effectiveness decreases exponentially until it plateaus at a certain point and becomes ineffective.