I know I brought up real life as an example but posts after mine definitely made the point bettererer.
Maybe its just a feeling but I don't think I'd like it if one failed roll put a task beyond my character's ability to succeed all the time but I'd agree that allowing a player to keep rolling until he finally got a successful roll wouldn't be good either.
I'm sure we wouldn't have seen Princess Leia sitting in her cell waiting to be rescued if she could have just kept rolling and rolling to break the door down until she got a lucky dice roll. Or, better yet, she could have just kept rolling and rolling to DESTROY the Death Star from her cell!