Hi Andy,
Sorry about the delay in answering your post. There are numerous ways to get the list of items. The easiest is to use the SharePoint list adapter which is a type of a data connection. SharePoint also exposes a bunch of protocols for accessing data. We use WebDAV for a lot of our solutions. Chapter 9 of my book discusses this and how to do other stuff. The SharePoint SDK will show you how to use other protocols (like HTTP) to get information. If you haven't read the SharePoint SDK documents, I highly recommend it.
Good luck
Patrick Halstead [InfoPath MVP]
InfoPathDev
Patrick Halstead
Project Manager at Qdabra