It's not as unusual as you'd think actually, they won a game in each of the last two World Cup qualifiers too. Obviously they do lose lots of games, but they're not as uncompetitive as some of the real minnows. For the '14 World Cup their record was P10 W1 D3 L6. I watched them beat Northern Ireland 3-2 in Luxembourg, and they also got a point in Belfast. The country itself has a population of nearly 500,000 (much bigger than Iceland for instance), so they can't really be classed along with the real no-hopers like Gibraltar, Liechtenstein and San Marino for instance.