Hi JimiH,
Believe it or not, this has nothing to do with InfoPath and everything to do with the way browsers interpret links.
What you will need is to upload a script to your site that will force links to download, and then to modify the links in your form in such a way that the script is called and download is forced.
Here's a link to a PHP script I've used before: http://www.zubrag.com/scripts/download.php
Now, there's a lot of stuff in this script, but to do what you want you will need to modify only two lines:
(1) define('BASE_DIR','/home/user/downloads/'); <-- change the /home/user/downloads/ to point to the document library you want to download from
(2) $allowed_ext = array ( <-- after this line make sure to add any MIME types you will need that are missing from the default script (here is a list of MIME types) If you're in a hurry, the MIME type for xml forms and xsn templates is 'application/xml'
Now supposing you've uploaded the download script to the following location: mysite.com/path/to/script/
Then the link to download a form called "myForm.xml" in your document library (the same library you entered the path to in (1) above) would look like this:
http://mysite.com/path/to/script/download.php?f=myForm.xml
So just add a hyperlink that looks like this inside your form, and then when the user clicks the link he/she should be immediately prompted to download the file.
Good luck!