There probably is some misconception going on here.
In this sentence,
This would require that i have opened the Filler with a document based on the xsn file, right?
Are you asking if you would have to open the Filler with an .XML document created from that XSN? If so, that is not the case. If you open the XSN itself in the Filler (as opposed to Preview mode), then you should be able to retrieve the XSN name and path.
There are two ways to save an XSN from the Designer. Save/Save As is for saving your "dev" version of the XSN, that you plan to reopen later and work on. When you want to save out the XSN for other people to open it in the Filler and create forms with it, you should use the Publish feature. You can use this to publish the form to a local folder or a network share. Once you've published it, people can just double-click it to open it in the Filler.
Maybe the Save vs. Publish part is what's causing the confusion here?