This video shows how to use a data connection residing within a SharePoint Data Connection Library using VSTO and InfoPath 2007. This demo shows how to: create a new data connection library in SharePoint, create a data connection that connects to a SQL Server database, load the data connection to the data connection library and create an InfoPath project in VSTO that uses the data connection to populate an InfoPath form.
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How Do I: Create and Use a Data Connection Library with InfoPath 2007?