I decided to use what Clayton Cobb sugested in this post:
http://www.infopathdev.com/forums/p/2993/36587.aspx
"Since the vast majority of my forms are browser-enabled, and since both the "Cannot be Blank" and Data Validation messages are extremely annoying in browser mode, I don't use either. What I use is a back-end validation method that uses conditional formatting to disable my submit button until all required fields are completed or are properly filled out. I manually place red asterisks next to the LABEL instead of in the control box, and I place an obvious message saying that all fields with red asterisks must be filled out in order to submit. This helps me avoid two things: annoying popups that get in the way, and my users never get an error after clicking submit (because they can't even click it unless it's a valid form)."