Hi Tuomo,
Why not just disable save so they can't save locally? It's in the Tools->Form Properties tab in InfoPath 2007.
You can add an OnVersionUpgrade event handler that will fire when your form is opened and it gets upgraded. Not sure what you are going to do there, though.
Best practice is to always add non-required fields and don't delete or rename fields in data source. That way, the auto-upgrade will always work.
If you have to change the schema in a non-compatible way, publish the form as a separate content type. Old forms open with the old content type. New forms open with the newly published XSN.
Then, you can add a button to the old forms that converts them to the new.
Lots of options,