Hi, Martin. Welcome to the forum.
The reason IP wants to put the controls into a repeating section is because your data structure is repeating in nature. That is -- you've connected your form to a database table. That table can have one to umpteen rows. InfoPath will always assume it has umpteen.
I'm not sure if you are using InfoPath 2003 or 2007, and I don't recall the IP 2003 options very well, so please forgive me if this doesn't apply to your situation, but in IP 2007, when we walk through the wizard to create a new IP form off a database, on the screen where you select your database, after you select your database, you can select the table in the window that says Data source structure and then click the button to the right that says Modify Table. When you click that button, the title of the dialog box is Sort Order and most of the stuff in there is about sorting your records. However, at the bottom is a little checkbox about allowing multiple records. This is selected by default. De-select it, and be aware that if you walk through the data connection wizard again, IP will generally reselect it for you!
Now your highest level data fields group that starts with "d:" will not be repeating.
To get the type of control you want, you can right click the text box and select 'Change To' or in the data source, right click and see the controls available.
To create a relationship between two tables in SQL, look at the table in design mode and right click on the open window and select relationships....For a tutorial, go about halfway down this page and look for Adding a Foreign Key Using SQL Server Management Studio. You'll have to define the relationship in InfoPath too, and this from Office Online should get you moving in the right direction.
Hope this helps!