You need to be running at least Visual Studio .NET. I think the earliest version of this was 2002. The reason for this is you must install the InfoPath 2003 Toolkit for Visual Studio .NET and this will only work with Visual Studio .NET. There is another download for Visual Studio 2005, but you have to get it from MSDN.
The link for the toolkit is on the left sidebar of this website.
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Matt Faus
InfoPath Dev Texas
Matt Faus / Microsoft InfoPath MVPQdabra® Software / Streamline data gathering to turn process into knowledge