This error comes because you have missed to install Microsoft Visual Studio Tools for Application (VSTA). To add VSTA to Microsoft Office, follow the steps.
1.Go to Control Panel -> Programs and Features.
2. Select Microsoft office version and click Change. You will get a screen like this.
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3. Select Add or Remove Features and Continue.
4. Expand Microsoft InfoPath, .Net Programmability support. Under Visual Studio Tools for Application select Run From My Computer and Continue. See the screen.
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Once you followed the steps you will be able to add managed code in InfoPath 2010.
:-)
This solve my problem. Thanks a lot.
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