The probability of rolling a 10,000 is apparently 1 in 10,000.
It is actually half. It is 1 in 20,000. Apparently it should be 1 in 10,000 but the system is set up so that 00000 and 10000 are half as likely to appear as the rest.
I saw this explained quite some time ago in some thread and I am saying this from memory but I am pretty sure this is the case.
Apart from this, you have to count the variance. Even if you have a 1 in 20,000 chance of getting the 10000, if you have negative variance, you can play 100,000 rolls or more without getting it.