Submit to SQL server using InfoPath browser form

I want to create a Web Browser form in InfoPath that runs on SharePoint.  I do not want the user to need InfoPath or InfoPath forms filler - this part is a must.  But I do want to connect to a SQL Server database and be able to submit to the database.
When I try to create the form I get the error "Submitting to a database is not supported in Web browser forms."
Can anyone tell me in general what needs to be done to accomplish this?
For example if I want to use a web browser form maybe I have to submit to a library and then move data to SQL Server?  
Any  links to tutorials or "how to" would be very helpful.
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BobRosasAuthor Commented:
That was just the help I needed!
Thank you so much!
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