Problems in indexing Dynamic URLs

It is really difficult to get dynamic web sites properly indexed in the major search engines unless they are professionally optimized. Even most search engines claim that they now index the majority of dynamic web sites but still only in some cases and it is limited to a number of URLs.
One of the most important reason behind having problem with dynamic sites to get indexed by major search engines is that Search engines often consider a dynamic URL as a set of infinite number of links.