InfoPath Dev

I have an InfoPath Form that is published to a SharePoint 2007 site.  The form has several data connections that are used in drop down boxes within the form.  The form works well as long as I use my local connections.  I can submit from the SharePoint site and pull the form back up and resubmit with no errors.  This is not the case once I convert the data connections.  I can submit the form after creating the connections but I can't pull the form back up and make any edits.  I'm getting this message. 

InfoPath cannot submit the form.
An error occurred while the form was being submitted.
InfoPath cannot connect to the data sources.
Unspecified error. 

I've deleted all of the UDCX connections and created them new from within the form, approved them in SharePoint and then published the form but I'm still getting the error.  Does anyone have any ideas on why the form works before I convert the data connections but not after I convert them?  Is there a way to trace the steps to see where at what point the error is occuring? 

Where are the data connections connecting to? Sharepoint or some other web server?

You may need to allow cross-domain connections in central admin if they are from another web site.

The lookup tables are not on the same server as SharePoint.  I thought creating UDCX connections would take care of that.  We have contracted with someone to help us set up SharePoint and I have done what they told me to do.  How do I create a cross domain connection?  I don't understand why it would work to connect to the data sources to submit the form but not to resubmit the form when it works both ways if I publish the form and not convert the data connections.

Yah I am not sure either it might be something else but in Central Administratioin under Application management you can allow cross domain access.

I am not sure exactly where but I am sure you can also search on this and find specific location.