The form could not retrieve data from %1 because it would violate cross-domain restrictions. To allow this connection for ...

The form could not retrieve data from %1 because it would violate cross-domain restrictions. To allow this connection for administrator-approved form templates, enable full trust for the form template, or add the connection to a Data Connection Library.  For user form templates, cross-domain connections must be enabled in SharePoint Central Administration, and all connections must be in a Data Connection Library.  For more information, please see the security documentation for InfoPath Forms Services. (User: %2, Form Name: %3, IP: %4, Connection Target: %5, Request: %6, Form ID: %7, Type: %8, Exception Message: %9)