There are many ways of migrating your InfoPath data connections to the Forms Server (there is an excellent posting about it on The InfoPath Team Blog:
http://blogs.msdn.com/infopath/archive/2006/06/14/631088.aspx) The simplest of them is the Web service proxy:
http://blogs.msdn.com/infopath/archive/2006/07/03/655611.aspx. The method of using the proxy is more secure than allowing anonymous access to your web services and yet it is more lightweight than setting up SSO. However, there is a rather important limitation when using the proxy approach to connect InfoPath to your web services:
The web service must be running on the same machine as InfoPath Forms Server in order for the proxy to work.
The reason for this is that the InfoPath Web Service proxy runs under a trusted account, but this account is local to the machine. That means that the moment the proxy tries to connect outside, it is no longer trusted and has no extra privileges than InfoPath Forms Server itself.
David Airapetyan / Software Services ArchitectQdabra® Software / Streamline data gathering to turn process into knowledge