DTOO133 - InfoPath - All automatic loading from Trusted Locations must be disabled.
Trusted locations specified in the Trust Center are used to define file locations assumed to be safe. Content, code, and add-ins are allowed to load from trusted locations with a minimal amount of security, without prompting the users for permission. If a dangerous file is opened from a trusted location, it will not be subject to standard security measures and could harm users' computers or data. By default, files located in trusted locations (those specified in the Trust Center) are assumed to be safe.
Set the policy value for User Configuration -> Administrative Templates -> Microsoft InfoPath 2010 -> Security -> Trust Center 'Disable all trusted locations' to 'Enabled'.