InfoPath Dev

hmmm, every time I try to publish a form to SharePoint it doesn't work because it's looking for my data connection. Is there some way I need to save my data connection so that I can click on New Item in a Forms Library and fill out a form which is pulling data from a data connection? Guess I am stuck on that part, I want others that have ...

I've been looking around awhile and it's late and all I have found is that MOSS has a Data Connection Library that you can store your data connections in. Is there any way around to making a Form in a form Library in wss to query a sql service to populate form data or do I have to have MOSS to do it? Seems almost worthless to use InfoPath ...