Hilary,
Yes, I'm using InfoPath 2010. As far as I know I don't have my form's compatibility set to any earlier version.
Actually if I go to a SharePoint List, click on "Customize Form" and create a Data Connection to another list in InfoPath, I can see the queryFields.
However, I need to use a form which is created via InfoPath Designer 2010 (desktop app), would that be the problem? Does this type of form allow queryFields?