So you want something like this --not exactly, I suspect, since I am not understanding the internals of the code, but this at least creates a list and computes a Mean:
Failed = 0;
Hit = 0;
NUMBER = 1000;
SetSharedVariable[Failed, Hit]
N@Mean[Flatten@ParallelTable[x = Random[];
ProbabilityStillGoing = (1 - \[Pi]/200)^j;
If[ProbabilityStillGoing > x, Failed++, Hit++];
If[Failed == Hit, j, {}],
{j, 0, NUMBER}]
]