The calculation of such probabilities has been studied extensively by communications engineers under the name _$M$-ary orthogonal signaling_ where the model is that one of $M$ equal energy orthogonal signals being transmitted and the receiver attempting to decide which one was transmitted by examining the outputs of $M$ filters _matched_ to the signals. Conditioned on the identity of the transmitted signal, the sample outputs of the matched filters are (conditionally) independent unit-variance normal random variables. The sample output of the filter matched to the signal transmitted is a $N(\mu,1)$ random variable while the outputs of all the other filters are $N(0,1)$ random variables. The _conditional_ probability of a correct decision (which in the present context is the event $E = \{X_0 > \max_n X_n\}$) conditioned on $X_0 = \alpha$ is $$P(E \mid X_0 = \alpha) = \prod_{i=1}^n P\{X_i < \alpha\} = \left[\Phi(\alpha)\right]^n$$ where $\Phi(\cdot)$ is the cumulative probability distribution of a standard normal random variable, and hence the unconditional probability is $$P(E) = \int_{-\infty}^{\infty}P(E \mid X_0 = \alpha) \phi(\alpha-\mu)\,\mathrm d\alpha = \int_{-\infty}^{\infty}\left[\Phi(\alpha)\right]^n \phi(\alpha-\mu)\,\mathrm d\alpha.$$ There is no closed-form expression for the value of this integral which must be evaluated numerically. Engineers are also interested in the complementary event -- that the decision is in error -- but do not like to compute this as $$P\{X_0 < \max_i X_i\} = 1-P(E)$$ because this requires very careful evaluation of the integral for $P(E)$ to an accuracy of many significant digits, and such evaluation is both difficult and time-consuming. Instead, the integral for $1-P(E)$ can be integrated by parts to get $$P\{X_0 < \max_i X_i\} = \int_{-\infty}^{\infty} n \left[\Phi(\alpha)\right]^{n-1}\phi(\alpha) \Phi(\alpha - \mu)\,\mathrm d\alpha$$ where $\phi(\cdot)$ is the standard normal density function. This integral is more easy to evaluate numerically, and its value as a function of $\mu$ is graphed and tabulated (though unfortunately only for $n \leq 20$ in Chapter 5 of _Telecommunication Systems Engineering_ by Lindsey and Simon, Prentice-Hall 1973, Dover Press 1991. Alternatively, engineers use the _union bound_ or Bonferroni inequality $$\begin{align*} P\{X_0 < \max_i X_i\} &= P\{(X_0 < X_1)\cup (X_0 < X_2) \cup \cdots \cup (X_0 < X_n)\\ &\leq \sum_{i=1}{n}P\{X_0 < X_i\}\\ &= nQ\left(\frac{\mu}{\sqrt{2}}\right) \end{align*}$$ where $Q(x) = 1-\Phi(x)$ is the complementary cumulative normal distribution function. From the union bound, we see that the desired value $0.01$ for $P\{X_0 < \max_i X_i\}$ is bounded above by $60\cdot Q(\mu/\sqrt{2})$ which bound has value $0.01$ at $\mu = 5.09\ldots$. This is slightly larger than the more exact value $\mu = 4.919\ldots$ obtained by @whuber by numerical integration. More discussion and details about $M$-ary orthogonal signaling can be found on pp. 161-179 of my [lecture notes](http://courses.engr.illinois.edu/ece461/spring98/book1/Signal_Space.pdf) for a class on communication systems'