Hi - sounds like your form is making a data connection to something you don't have permissions to.
The SharePoint logs are here for ShP 2010: C:\Program Files\Common Files\Microsoft Shared\Web Server Extensions\14\LOGS
And here for ShP 2007: C:\Program Files\Common Files\Microsoft Shared\Web Server Extensions\12\LOGS
That's on the server, of course - and those are the default locations. Trigger the error and go search for the Correlation Id in the most recent log file - it should have much more info for you in there....