Recently ran into an issue where you place a hyperlink on a InfoPath form, user clicks the link, the item opens as read-only, no Edit Document option.
The fix is to do a regedit to allow for editing of the document.
example
[HKEY_CURRENT_USER\Software\Microsoft\Office\12.0\Common\Internet]
“OpenDocumentsReadWriteWhileBrowsing”=dword:00000001
in the Common\Internet folder you would create a new DWORD value OpenDocumentsReadWriteWhileBrowsing and assign it a Value of 1.
http://support.microsoft.com/kb/870853