Simpler thing would be just to mark them as required in the data source. Double click on the field and change to required. If this is disabled, then you will have to extract the form files (from file menu) and manually update the xsd as Agni describes.
Keep in mind that the default behavior of InfoPath is not to force you to fill out any fields. That's to support offline scenarios where partial save is needed.
To truly block submits, you will have to add code that walks the error board and checks to see if any fields that were required are not filled in. You may also want to validate the content.
Patrick Halstead [InfoPath MVP]
InfoPathDev
Patrick Halstead
Project Manager at Qdabra