There was a way to do it in InfoPath 2003 but it required that you manually edit the XSL file for the view to add the anchor tag with a name and modify the link to it to point to the name of the anchor you created.
Theoretically, it SHOULD work in InfoPath 2007. I recently upgraded and it's not working at the moment. I'm assuming (or perhaps hoping) that it's something minor I'm missing as opposed to a change in 2007. Here's a quick example of what you do to modify the XSL. (NOTE: You can break your view if you're not familiar with XSL/HTML so if you want to try this, make a copy of the view before you attempt any modifications.)
Locate where you want to jump to and add this tag within the HTML (it must be within an <xsl:template> tag) :
<a name="[ANCHORNAME]"></a>
Modify the hyperlink that you already created, to
<a href="http://www.infopathdev.com/forums/EditPost.aspx?PostID=38404&ReturnUrl=%2fforums%2fp%2f7183%2f38404.aspx%2338404#[ANCHORNAME]" xd:disableEditing="yes">[ANCHORNAME]</a> (THE FORUM KEEPS INSERTING SOME EXTRA STUFF INTO THE HREF BUT THE VALUE AFTER THE HREF SHOULD BE A # SIGN PLUS THE NAME OF THE ANCHOR. SO, EXCLUDING THE EXTRA SPACES H R E F ="#[ANCHORNAME]" HOPEFULLY, THAT MAKES SENSE.)
I'll post an update if I can figure out what the problem is in 2007 (Or if someone knows for a fact that 2007 changed in such a way to break this, I would appreciate the info).