InfoPath Dev

Using Infopath 2010 

I have a an Infopath form that connects to a sql server database.

We don't use Sharepoint 

The form is published to a network location.

I have set up the network connection using the 'sa' account and with windows authentication and get the same problem each time.

I created users in the database that are identical for every one who will use the infopath form.

I can preview the form in designer and it works fine.

I can open the form from the published location.

Nobody else can open the form, they get a database login form and it does not matter if the select the 'Use Trusted' option or login with their windows user name.

They can all login using the sql server 'sa' account.

Any ideas how I can set this up to just use their windows authentication?

I have managed to solve part of the problem by copying my data source file from My Documents/My Data Sources to a server location and using that for the database connection.

This works with the 'sa' account but I'm not sure yet if it works with windows authentication