The guys over on the InfoPath team have posted an article (and IP form template) that allows you to use InfoPath to create a UDC file for import into a SharePoint DCL.
I have been using this for a while now, but just got around to blogging about it.
You have to download the IP template they provide and republish it to a network location, then you can run it. Check it out…. It makes my life a little easier :)