How did you copy the link. The main way to copy the link is to go to "Modify Settings and Columns" in the form library, and then at the top you will see the XSN URL (it's not hyperlinked). You can copy that one and send it in email and it should work fine. Note, the users have to realize though that they must click OPEN and not SAVE the template to their hard drive. We typically mention this in the email immediately next to the hyperlink in parenthesis, "(Click OPEN when promped.).
Shiraz Cupala / Microsoft InfoPath MVPQdabra® Software / Streamline data gathering to turn process into knowledge