Something doesn't sound right about that scenario... The InfoPath 2003 OM uses OnSaveRequest, while the InfoPath 2007 OM uses FormEvents_Save
I followed the same basic instructions:
-
Create a new blank form.
-
Select Oepn and Save in Form Options
-
Select the custom coded check box and click Edit
-
In the generated code file I added the code MessageBox.Show("Hi"); and saved.
-
I previewed the form and pressed CTRL+S
-
My "Hi" dialog appeared, and after that the Save dialog.
Try with a new blank form and see if you get the same results.
Are you using a different machine, a different InfoPath to fill out the form than you are for creating the form?