Using Sql/Access is the best way. However, not to disagree with Clay but, you can submit to the sharepoint site and retrieve all data. When you setup your data connection, you selected the field(s) to store in the sharepoint site. Below that field option is where it says "first" instead of "first", select "merge". This will put all everything in. (if I am understanding what you are doing correctly)
The problem with doing this is that you can't get good reporting from it. You can't search or filter well. If you only need to store the data and be able to retrieve it, this should work for you. But, again, it limits your options and therefore doing sql/access database is far better.