A new article is up on MSDN about working with XML schemas in InfoPath. Although InfoPath 2003 has great support for the W3C XML Schema ("XSD") specification - and even better support with higher performance in SP1 - there are a few constructs that require a little hand-holding. The article also explains in great detail the differences between InfoPath 2003 and InfoPath 2003 SP1 handling of schemas, and some schema constructs that have special meaning to InfoPath.
Summary: Microsoft Office InfoPath 2003 allows you to create XML form solutions by loading an externally authored XML Schema (XSD) definition file into the InfoPath design environment. Learn how to take advantage of InfoPath support for using externally authored XSD files to create custom form templates, and find out how to troubleshoot common problems.
Unsupported XSD Constructs
XSD Constructs with Reduced Functionality
XSD Constructs with Special Meaning in InfoPath
Debugging Common XSD Errors
How to Edit or Author an XSD for InfoPath
And here's the link: