This policy setting controls whether users can open InfoPath solutions from a source located in the Internet security zone. ...

This policy setting controls whether users can open InfoPath solutions from a source located in the Internet security zone.
      
      If you enable this policy setting, InfoPath displays an error if users attempt to open solutions that are located in the Internet security zone.
      
      If you disable or do not configure this policy setting, users can open InfoPath solutions that do not contain managed code from sources located in the Internet security zone as defined in the Internet Options dialog in Internet Explorer.