Sounds like something is happening during the OnLoad code in your form. Otherwise there should be no "save changes" dialog box (unless the user makes changes).
To prevent the dialog box you can set the dirty flag on the XDocument object to false.
There is no "readonly" flag you can set.... but you can work something out to where you have a separate view that is a read-only view. Before the form gets emailed, you set a read-only flag that you create in your DOM. When the user gets the form in Email, the flag instructs the form to automatically switch to the read-only view. Just remember to remove the views from the "View" menu so the user can't switch back to the editable view.

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Greg Collins [InfoPath MVP]
Please visit: http://www.InfoPathDev.com
We have a form the we have our sales reps fill out every week stating what
they did in the field all week. When they complete the form, it gets
e-mailed to their managers. Can the form be read-only for the managers? Or
even better, is there a way to shut off the "save changes" box that pops up
everytime someone opens the form via the e-mail?