When developing InfoPath forms a common scenario for me is to use a SharePoint List to store dropdown list data. Most clients like using SharePoint Lists because it gives them the flexibility to update the dropdown list data anytime they want and it doesn't require IT or the form to be republished. Since I work remotely it is very common for a client to setup a VPN account for me so I can connect to their network and use the SharePoint Lists and other database resources for dropdown list data.
Just recently I was working with the company's new graphic designer helping her to setup a VPN connection for one of our existing clients and then walking through the steps of setting up an InfoPath Data Connection to a SharePoint List. Over all the process went reasonably well and once the data connection was setup we created a dropdown list control and changed the properties to use the data connection as its data source. We went to preview the form to make sure everything was working and to my surprise we got the following errors.


The error surprised me because we were able to create the data connection without a problem. I first thought it was a VPN issue but it wasn't and after sleeping on it for a night the next morning I figured out it was a missed InfoPath 2007 setting. The setting that needed to be filled in was the Domain field on the Preview category page under Form Options. If you click Tools->Form Options->Preview you'll get the below screen.

After we filled in the Domain field with the SharePoint site url all the errors went away when previewing the form and the dropdown list displayed the data from SharePoint List as expected. This was sort of a strange one for me because this was the first time I've had the problem but I'm just glad it was an easy fix.
Cheers