Here is the basic architecture of InfoPath.
A template ).xsn) file is created with InfoPath designer.
This must be published to a central location and all form user must have access to it.
Since each form that is created or opened must reference the template. XML documents only contain the raw data, the template stores the rendering, logic, and display instructions.
If your friend gets an XML document, it will attempt to open the template inorder to open the form, if it cannot find the template you get the erro you list.
For the other one he probably does not have the correct Internet Security settings for the site or lacks the correct permissions. InfoPath use Internet secuity and the site should be in the trusted or local intranet zone.