HI,
Because of not having Full Trust to your InfoPath form when another opens the form is getting this message. So please follow the below steps for giving your form Full Trust.
· Tools --> Form Options --> Security and Trust.
· In Security Trust .Uncheck "Automatically Determine Security Level".
· Check "Full Trust" check box.
· Now check "Sign the Form Template" and click on "Create Certificate" and select your certificate by selecting "Select Certificate" and Click “Ok”.