When you are designing the form, make sure you already have the xml files
setup on the sharepoint web site.  In Infopath, go to Tools -> Data
Connections, choose "Receive data" and point to your xml files.  You should
keep the "Automatically retrieve data when form is opened" checked.  When
you click Finish, a dialog box will come up asking if you want to make the
xml file part of the form - click NO.  You want the secondary xml file to
be 'retrieved' every single time the form is opened, so when the xml file
changes, the form will be automatically updated.