InfoPath Dev

I have a InfoPath form, that is browser enabled.
It accesses the web service to get some data.
It works fine when previewing or when opening the form from the SharePoint list in the client application.
However when it's opened in a browser I get an error:

"Some rules were not applied.
Click Continue to resume filling out the form. You may want to check your form data for errors.
Click Start Over to load a new copy of the form."
Details: "An error occurred accessing a data source."

Why is it not working?

Ok, I thought I've got it, but not...

I added a data connection library to MOSS and saved the web service connection file to that library.
I also checked the "Allow cross-domain data access for user form templates that use connection settings in a data connection file" in Central Administration.
And after making those changes it started to work for my admin user.
However when I logged in with my normal user I couldn't access the service again.

What do I need to do now?