Using information from this thread:
http://infopathdev.com/forums/topic.asp?TOPIC_ID=1668
You can use different responses to perform different actions. You could word your confirmation like this:
Press Yes to Submit the form and keep it open, press No to submit the form and open a new blank form, or press Cancel to cancel.
The use the code from that thread with different if statemetns for different responses. To achieve the Open a New Form Functionality, you could just import the template.xml or sampledata.xml back into the form and it should erase all data. Anyway, you just need to clear all data that has been entered into the form so it appears as if a new form has been opened.
I hope this makes sense!
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Matt Faus
InfoPath Dev Texas
Matt Faus / Microsoft InfoPath MVPQdabra® Software / Streamline data gathering to turn process into knowledge