Webcast - How InfoPath supports ADO.NET DataSet's
I just finished watching a WebCast about support for ADO.NET DataSet's in InfoPath:
Hagen Green - MSDN Webcast: Database Connectivity in InfoPath Through ADO.NET
This is a long webcast - about a 110 mins - and I thoroughly suggest skipping the first 50 minutes which is pretty basic stuff. The second half is quite good as it provides insight into how ADO.NET DataSet support is implemented within InfoPath which means that, when using DataSet's you get out of the box support for: constraints, auto-incrementing fields and readonly fields.
There's also an article which discusses some of those meaty ADO.NET bits on Msdn here:
Using DataSets in InfoPath 2003