I am using a simple web service that returns a string value.
When I test it though Internet explorer it works fine, but when I publish it to a sharepoint server, it shows the following message:
Warning
Hello Takeshi,
You are most likely experiencing a permissions issue. From what I understand, you are using InfoPath Forms Server and things work differently there for data connections. What happens when you preview the form from InfoPath Designer directly?
You will probably need to convert your data connection to a UDC connection. I would recommend reading this post to get better understanding on how it works: http://blogs.msdn.com/infopath/archive/2006/10/02/Data-Connections-in-Browser-Forms.aspx