You may see this error when opening browser enabled InfoPath forms published into SharePoint 2010 forms libraries. The reason is, the form may have an associated data connection file (.udcx) which stores external data source connection details such as user name and password and the SharePoint farm is not configured to allow saving external data connection information in data connection files. To get rid of the error you will have to make the following changes in InfoPath Form Services settings.
Navigate to Central Admin > General Application Settings > Configure InfoPath Forms Services
Check the options “Allow embedded SQL authentication” and “Allow user form templates to use authentication information contained in data connection files” under the “Authentication to data sources” section.