InfoPath Dev

I'm using Infopath against a SQL Server database, and am trying to write the
VB code to execute custom SQL commands, like Updates and Deletes. When I
test, if I don't add any new data to the form, then I get an error saying
that no new data exists to submit, even though the code is an update
statement to set the entire table to null. If I do just add a record with
dummy data, then choose the button, it just submits that data and ignores
the code completely.

Are custom SQL statements not possible?

A lot depends on how your form is set up and what event your code is in. Is your code in the Submit event of the form? What does your code look like?