OK, its took me a little while but I've cracked it, here's the solution for anyone else who needs it:
There is a disc within the discs that come with Visual Studio 2005 that has Office InfoPath 2003 Toolkit for Visual Studio 2005 on it. You need to install this.
Once this is installed you can do the regform action to generate an msi for your form. One strange thing I found though, I had to publish the form in the folder where the regform.exe is stored: C:\Program Files\Microsoft Office 2003 Developer Resources\Microsoft Office InfoPath 2003 SDK\Tools
Then generate the msi for it from there. Once the msi is created you can install it anywhere so its not a big problem just a bit of a chore trying to get the folder in the command prompt window.
Thanks for the help and hope this helps someone else.
Al