Thanks for the quick reply.
I found this page, which seems to suggest the same solution that you have outlined:
http://www.bizsupportonline.net/infopath2007/programmatically-fill-populate-drop-down-list-box-infopath-2007.htm Link #1
I got this to work, but if players.xml was changed, the drop down list didn't reflect it. I had to save the file as players2.xml and then set player2.xml as my secondary data source. Also, I don't understand why he has 2 xml files. That is, assuming that is was "players" is, and I'm not completely off base.
Also, you mention XmlWriter.WriteElementString(string, string, string). Are you saying to programatically create the XML file to be used as my secondary data source? That is, loop through my collection and write values to an XML file (using XmlWriter.WriteElementString(string, string, string)) and save it to a file called (for example) C:\List.xml. I may have oversimplified things, but I did it a little differently as described here:
http://msdn.microsoft.com/en-us/library/aex0e7zs.aspx Link #2
This seemed to work. I created an xml file with a list from my TFS lookup, as mentioned in Link #2 and set that as my secondary data source. When I ran the form, the drop down was populated with the list that was returned from the TFS lookup. However, if I change the script wherein I change the data in the xml file, the drop down does not reflect that. That is, even though the xml file generated had indeed changed, (I verified that it indeed had), the drop down contained the data from the old xml file. I had to rename the file and add the new file as my secondary data source. This was my experience with the example in Link #1. For my purposes, the xml file that is used to populate the drop down box would need to be created anew. Each time the form was loaded, I am creating a new xml file but the drop down doesn't pick up the new file, even though it is the secondary data source. It seems that once you set a file to be your secondary data source, it takes a snapshot of that file at the time the source was added as a secondary data source and if you change the file, you must rename and add it as your secondary source.
Also, I am not sure how to use the XPathNavigator.AppendChild() (no arguments) and XPathNavidator.DeleteSelf() methods figure into this. Would they alleviate the problem I am having with the drop down not reflecting the xml file.