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The error I get on the form is

An error occurred accessing a data source.

An entry has been added to the Windows event log of the server.

Log ID:5566

The \LOGS\ folder says something slightly more useful

02/02/2009 11:14:43.30  w3wp.exe (0x1428)                        0x0810 Forms Server                   Forms Services Data Objects    13zh Exception  System.Net.WebException: The remote server returned an error: (401) Unauthorized.

Forms Services Runtime – Data C 82fy Warning  The following query failed: GetUserProfileByName (User: DOMAIN\user, Form Name: Timesheet, IP: , Request: http://server/_layouts/FormServer.aspx?XmlLocation=/Intranet/HR/Timesheets/Development+Timesheet-2009-01-26-User+Name.xml&Source=http://server/Intranet/HR/default.aspx&DefaultItemOpen=1, Form ID: urn:schemas-microsoft-com:office:infopath:Timesheet:-myXSD-2007-10-22T10-46-46, Type: DataAdapterException, Exception Message: The remote server returned an error: (401) Unauthorized. The remote server returned an error: (401) Unauthorized.) 91903a1a-8b2b-4702-88ac-d94bdea0f396

Solution: Disable the authentication loopback check

Re-enable the behavior that exists in Windows Server 2003 by setting the DisableLoopbackCheck registry entry in the HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Lsa registry subkey to 1. To set the DisableLoopbackCheck registry entry to 1, follow these steps on the client computer:

  1. Click Start, click Run, type regedit, and then click OK.
  2. Locate and then click the following registry subkey: HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Lsa
  3. Right-click Lsa, point to New, and then click DWORD Value.
  4. Type DisableLoopbackCheck, and then press ENTER.
  5. Right-click DisableLoopbackCheck, and then click Modify.
  6. In the Value data box, type 1, and then click OK.
  7. Exit Registry Editor.
  8. Restart the computer.
  9. http://social.msdn.microsoft.com/Forums/en-US/sharepointinfopath/thread/544a81dc-214a-4caf-aa42-fc9dec796882/