Electromagnetic (EM) wave scattering by many parallel infinite cylinders is studied asymptotically as a tends to 0, where a is the radius of the cylinders. It is assumed that the centres of the cylinders are distributed so that their numbers is determined by some positive function N(x). The function N(x) >= 0 is a given continuous function. An equation for the self-consistent (limiting) field is derived as a tends to 0. The cylinders are assumed perfectly conducting. Formula for the effective refraction coefficient of the new medium, obtained by embedding many thin cylinders into a given region, is derived. The numerical results presented demonstrate the validity of the proposed approach and its efficiency for solving the many-body scattering problems, as well as the possibility to create media with negative refraction coefficients.