What you're proposing sounds impossible to me, at least without code.
As an alternative, you could:
1. Query to get a list of the xmls stored in the form library.
2. Sort them.
3. Add a link in your form that will open the previous one
4. Add a link in your form that will open the "next" one.
Of course, these are links, that open a new xml in a new InfoPath window.
But even these steps are not easy.
If you have your forms stored in a form library, it should be easy enough for users to click on the document they wish to open, correct?