Hi everybody, well my English isn't very good but i will try to explain my 
problem.

Like the Autor of this thread, i have a XSN file and i publish correctly in 
SharePoint Services 2.
I can fill out the template from the xml library and its all ok.

The problem is, when i Add a Data Connections to the template, and publish 
it again in sharepoint,
because when i try to fill out the form from the library, it displays the 
next error when trying to load:

This form requires connections to data sources when it is loaded.
Al least one there connections is not available.
As specified by the form designer, this form will not open.

Details:

InfoPath cannot create a new, blank form.
InfoPath cannot open the form. To fix this problem, contact your system 
administrator.
Form template: http://PORTALURL/doc/Docs%20Importacin/Forms/template.xsn
The query cannot be run for the following DataObject: prov
InfoPath cannot run the specified query.
InfoPath cannot connect to the data source.
Access is denied.
Access is denied.

I think it's because the SPS doesn't "link" the DataObject or the Data 
Source properly.
Can you explain me, what do I need to check to verify the problem?