Hi RSP and welcome to our forum,
I'm guessing that it's because you either a) have a lot of data you are pulling down, or b) there is some extra authentication happening. It's easy to rule out (b), just make sure you are domain authenticated and that the SQL server and SharePoint Form Server are on the same box. If you are accessing from Internet, make sure that you have a VPN connection, etc. I have seen a definite lag with people who were not VPN'ed in when they access our server -
http://formsboard.com/. We have some samples up on the server that use UDCX files to pull down data in a SharePoint list (see Sales Order, username for site is:
[email protected] with pw=InfoPath2007). I have not tested perf for populating SQL within browser based forms. To investigate (a), I recommend changing the query string for the data connection to only pull down the first 3 rows. If that doesn't speed things up, I will ask David Airapetyan who actually worked on coding the Form Server or Ed Essey who was the program manager. They no longer work in the InfoPath group, but they are available to answer questions. And, we can also ask the InfoPath team.
If it turns out to be a data amount issue, I recommend using our Database Accelerator Web service which supports field-based parameterized querying of the rows in SQL. It should reduce the amount of data that you pull down. A pre-release of the v2 free Developer Edition can be downloaded from
http://www.qdabra.com/proddetail.asp?prod=QDBXL1. More soon,