InfoPath Dev

I have an InfoPath 2003 form that uses two data connections to a SQL database. When opening the form I get the ADO warnings about this. Everything I've seen to get around these warnings is to add a URL to a SharePoint Doc Library to your trusted sites. Obviously, this doesn't really apply to me, as I am using a DB as my source, not SharePoint lists.

 Any suggestions?

Also, I tried setting "Access data sources across domains" to Enable in IE Security Settings. I saw that as a suggested solution somewhere, too.