Hi Ulysse and welcome to the forums!
Unfortunately, there is no easy answer to this. You could try making a command-line utility in C# that takes the data as parameters and then sends the e-mail. However, this would require your form to be Full Trust.
A better way to do it would be to create (or maybe find) a web service that will accept the data to form an e-mail, and then constructs and sends it. Then, you can add a data connection to this web service and then call it from the form.
Here's a link to something I quickly found: http://www.thescripts.com/forum/thread427803.html
Also, our web service, DBXL, provides this functionality in the form on E-mail Notifications. Read more about it here: http://www.qdabra.com/proddetail.asp?prod=QDBXL1
Matt Faus / Microsoft InfoPath MVPQdabra® Software / Streamline data gathering to turn process into knowledge