I wonder if controls bound to the secondary data source have been placed on the form and the poster thinks that the data entered into those controls will be saved?
InfoPath will only store data in its main data source. If you have a user making changes to fields that are bound to your secondary data connection, those changes will not be saved -- unless you use code or have another method to save the changes information back to the original data source that the secondary data source was created off of.
I realize that maybe doesn't make a lot of sense the way I described it... so if we look at a hypothetical example...
Let's say you've added an XML file to your form as a resource and are using it for a secondary data source in your form. It looks like this:
<?xml version="1.0" encoding="utf-8"?>
<Items>
<Item>
<ID>1</ID>
<Name>Paper</Name>
</Item>
<Item>
<ID>2</ID>
<Name>Toner</Name>
</Item>
<Item>
<ID>3</ID>
<Name>Drum</Name>
</Item>
</Items>
If you added controls to your form -- let's say a repeating table bound to the 'Item' group... with fields bound to 'ID' and 'Name' -- and a user added a new row to the table, that would not be saved with the filled out form was saved. InfoPath will not automagically add the new 'Item' group to the XML file, or the new 'ID' or 'Name' nodes. In fact, when you open the template again to create a new form, you'd want that XML file to have exactly the original entries, wouldn't you? Otherwise, each time a user added something, if it was written back to the secondary data source, the new thing would show in the next form.
So, in general, if you want data to stay with the XML created when you use a template, you need to add fields to your main data source for that info. If your form is built off a database, you can still add fields, you just need to add them at the root.
If you want instead for the user's information to be added to the secondary data source so that every other user who next uses the form has the same data available to them, you can use code to submit the new data to the data source, or to write it to the XML file, or what have you.... but I don't think that is probably what you want...