Hi dream1213,
To consume Webservices in InfoPath dynamically using managed code,
just go through the following link about datasources in InfoPath.
http://msdn.microsoft.com/library/default.asp?url=/library/en-us/odc_ip2003_tr/html/odc_INF_Lab_08.asp
Check out "Dynamically Update the Form with Data from a Web Service" by scrolling below
It will tell u the method in which u can consume webservices in InfoPath.
The code samples are in JScript.But it is almost the same in .NET too.
Some minor differences,Example: Replace XDocument with thisXDocument in .NET.
Also check out the following link which tells u how to start with using Managed code with InfoPath.
http://msdn.microsoft.com/library/default.asp?url=/library/en-us/odc_ip2003_tr/html/odc_INF_Lab_15.asp
Regards,
Abhishek