I entered the SharePoint site url and click on the next button, after several seconds I got a bad message box, saying
InfoPath cannot find or cannot access the following web server: http://........
Make sure that the web server name is valid, that your proxy setting are correct, and that you have the necessary permission to publish to this library.
If the server requires you to log on through the browser, log on there and select the option to remember your log on information, then try to publish again.
I have been trying to fix this problem number of days. And another bad story is I could not able to connect to the SharePoint site through SharePoint designer too. When I attempt to open the site in SharePoint designer 2010, I got a message box as follows.
After giving serious try the solution found. This is because the ports are closed by some programs.
I disable the fire wall and disable the Microsoft security essentials. Microsoft security essential is the one blocking all the ports and prevent connecting to my SharePoint site from InfoPath, SharePoint designer, etc. Once I found the solution I immediately uninstall the Microsoft security essential.