Hi Classgenerator ,
I believe you are using Webservice to communicate from infopath to Database.
The Error basically comes, when the web service produces the Data source from DB server Via set of Credentials those credentials are not valid.
So to get rid of this, U need to Give Read Permission to UR custom Webservice, which is hosted under the IIS.
Here is the trick :
Right click on the Webservice folder(Where U ve published i.e. Under Virtual Dir)-->Propertie-->Security-->Add Everyone and Give Only Read Access.
So that Everyone can access the Datasource, which ur Web service is producing.
I believe this will work !