Hi
To remove this diaogue box you also need to make the form fully-trusted, this is a complicated process that involves the client having to download the template to their local machine so that it has explicit rights over all aspects of the PC's software, then Outlook TRUSTS InfoPath when it asks for an email.
Fully-trusting your form also means it is much more awkward to update and does present other limitations. If you still want to go ahead with it you can do it manually, though I wouldn't advise it, instead download the SDK for InfoPath that has regform.exe on it a command line tool that registers the form locally into your trusted publishers so that it is fully trusted.
I hope this helps
Cheers