This equation (F=G m_1 m_2 / r^2) is generally considered to be an approximation to a deeper theory of gravity. This is Newton's equation for gravity and seems to indicate that two "point particles" would have an infinite amount of energy available if you could get them close enough. Of course, real objects are not point particles, and we don't see this happen.
In General Relativity, which is Einstein's theory of gravity, there is a size below which you can't concentrate matter without it forming a "black hole", which helps to solve the "infinite energy problem". A collection of objects with a total mass M will form a black hole when (roughly speaking) they are confined within a radius R = 2 G M / c^2, where G is Newton's constant, and c is the speed of light. This means you can only get M c^2 worth of energy out of a system of collapsing objects of mass M.
This is a very profound question, as it is quite difficult to reconcile Einstein's theory of gravity with the theory of quantum mechanics. The two theories seem to contradict at very short distance scales, and most physicists believe that a new theory of quantum gravity is needed to understand the Universe at this very small scale, called the Planck scale, after Max Planck.
> Can an object be imagined as of built of small particles bound by infinite gravitation?
Physicists try to avoid theories with unnecessary infinities in them. In fact there is a process of mostly-cancelling some positive and negative infinities called "renormalization", but we don't generally think of objects being bound by infinite gravitation.
You are asking the right kind of questions - if you are interested in reading further, there are many good books on this subject. My favorite at the moment is Lee Smolin's "Three Roads to Quantum Gravity". If you want a longer book list, ask. There are also many good web sites available, some for beginners, others much more technical. Try Googling on "gravity small scales".