If you create your form using an XML Schema (File->Design...->New from Blank) you can't submit directly to a DB. That's because the schema is XML and not based off SQL data types. Submitting directly to a DB after form creation was never an option in InfoPath.
If you create your form from a DB, you already have the submit data connection built in.
Best practice here is to submit to a Web Service as an XML string. Have the Web Service handle the mapping to SQL. Then, one Web Service can handle any form. This is the way Qdabra's Web Service Suite (DBXL) works. Free downloads and very inexpensive licenses will save you a lot of time and money.