Hi Rolf and welcome to our forum!
Someone asked me the same question during a presentation today at a conference in Orlando. Unfortunately, I don't know much about DB2 but there must be a way to get the data out of it. Certainly Web services would be one way. Multiple Web services are supported from the same form. Most of our forms call 10-20 methods each. If you write a Web service (or leverage ours) it's better since you don't have to duplicate code across multiple projects and that means lower maintenance. I recommend against writing code in the InfoPath client. If DB2 is ODBC compliant, you may be able to use our Web service to do this. I need to check. Send me e-mail if you are interested in pursuing this.