If you set the form library to handle content types, and publish your form as a "Content Type" and not just as a document, this is pretty easy to do.
1) Publish the form to a document library on your site, but as a "Content Type".
2) Edit your Form Library Setting, choose "Advanced Settings" and then select "yes" for "Allow management of content types".
3) In the Content Types section of the Form Library Setting, remove the "Form" content type.
4) Add a new content type from existing content types, and select your new "form" content type that you published as.
Easy as that. The next time someone presses new, they will open the form automatically. You can associate several different forms by adding more Content Types.