Hi:
Would just adding the XML file as a resource to be included with the form template solve this? This link from Microsoft Office Online explains more about resource files: http://office.microsoft.com/en-us/infopath/HA100738031033.aspx
In InfoPath 2007, when you add a data connection that receives data from an external XML file, you can click the Resource Files button in the screen of the Data Connection Wizard that has the text field for the location of the XML file. That button will open the Resource Files window, where you can add your XML file, like the EventCAML.xml from the sample you were looking at.
Hilary Stoupa / Microsoft InfoPath MVPQdabra® Software / Streamline data gathering to turn process into knowledge