Mg1[x_Integer, rho_, D_] :=
Module[{lambda = rho, n, j, t, k, a, p},
  For[n = 0, n <= x, n++,
      a[n] = NIntegrate[(Exp[-lambda t] (lambda t)^n/n! (1-D[t])), {t, 0, Infinity}]
  ];
  p[0] = (1-rho);
  For[j = 1, j <= x, j++,
      p[j] = 1/(1 - lambda a[0]) (lambda a[j-1] p[0] + lambda Sum[a[j-k] p[k], {k,(j-1)}])
  ];
  Table[p[j], {j,0,x}]
]