Hi John,
There are at least 3 products out there - see Resources for links. UniqueWorld has a good product called InfoView that will create ASPX forms from your InfoPath form. There is a company in Korea that sells an ActiveX control for InfoPath forms. And, we sell a an ISAPI filter and extension that render the forms in a browser and support limited submit (but no code). Finally, Microsoft is coming out with a Form Server product in the next version of Office that will do everything for you.
My recommendation for now would be to install the evaluation version of our Database Accelerator product which will allow you to submit to SQL. Create a two step process in your form. First step submits to SharePoint. Second step (approval) submits to SQL using the Database Accelerator.
The Database Accelerator Suite comes with the Forms Viewer product. If you don't need to do any tricky submit or code for your form, then it should work fine.
Send me e-mail if you'd like to see a demo.
Patrick Halstead
Project Manager at Qdabra