Hi Simon.
InfoPath can be used in this way.
It sounds like you want to take the forms off-line or move them to other computers.
InfoPath is architected to use a template. So the template has to be published, typically to some central location, but it can be published locally or in email. Part of the reason why is that when you make an update, everyone gets the new copy the next time they open a form also since the XML file does not keep any data on how to display the information other than a pointer to the template.
Each XML file created has a pointer back to the template location, again so it can use the latest one and get its layout instructions. So when you move an XML file to a different computer it is looking for the template it was created from.
There are several ways to accomodate this scenario but I would need to know more about your particular situation.
You can email me and give me more of the details and I could give you the best options.