Thank you for the replies.
Yes, I did NOT publish it to the site. But even uploading as a standalone file would allow me at least to open it, right? Like putting to a file server \\fileserver\form.xsn or having the form as an attachment in an email would at least allow me to open it. I do know that we need to publish it, but it is the next step.
For our intranet, there is also another authentication to log-in, can it be a problem?
The problem is, our intranet site is a kinf of Portal and running on Oracle and we cannot have www.intranetsite.com/forms/form.xsn
If you upload, it creates like "hash number" (www.intranetsite.com/5tEdfRts?dh)
I am happy to try anything you will suggest.