If it doesn't work in Design Checker, it definitely will not work. What I do, is not enter the formservices.asmx portion of the URL. I just add the address of my site collection and then INfopath is smart enoguh to derivce the path to FormsServices.
For example, I enter something like: 111.111.1.11/sites/SiteName
when I go back into Design Checker, I see it modified the forms services site path to 111.111.1.11/sites/SiteName/FormsServices.asmx or something of the sort
also: Make you sure you have Forms Services running in the first place from your Central Admin site