That is becuase when you made you data connection to your webservice, InfoPath will "infer" the schema from XML returned in a sample call to the webservice made during the data connection setup. If your webservice has parameters, you must pass values into the webservice that will return repeating data. So run through the data connection wizard again and make sure your webservice will return repeating data based on the same data you provided it.
Jason
http://www.k2distillery.com/