Hi Guptasourav and welcome to the forum,
You can filter the results after you download them. There are built in filter controls in InfoPath that will let you specify a value or a field. The only limitation is that you have to download everything so make sure your default view is not limited to 100 items (for example). We have a web service that supports filtering SharePoint lists on the server and it also does not require code, but it's not free either.... :)
I hope this helps you. If you are interested in learning about filtering, just search for it in the forum. You'll want to set up a data connector to your SharePoint list (sounds like you already have this), then add a dropdown to your form and set it to use values from the secondary data source (the SharePoint list connection) by double clicking and editing properties. When you select the node from the SharePoint list data source it will give you the option to filter.
Good luck!