Well, the domain level settings were designed explicitly to prevent you from doing want you want so if you find a way you will essentially expose a security bug in InfoPath! :)
Having said that, I once faced a similar problem where I needed to open a URL on a button click. I tried doing this in code by doing a shell exec and it failed miserably with a security exception. The workaround I found was to use a hyperlink instead of a button. A sort of an ugly workaround could be inserting a hyperlink in your solution (pointing to your application) and asking the user to click it. The fact that the user has to take an explicit action makes it a tiny little bit more secure I guess :)
I don't think you can get a link to open up automatically, though, there has to be user action. It's probably either this or full-trust.
David Airapetyan / Software Services ArchitectQdabra® Software / Streamline data gathering to turn process into knowledge