To create user‐friendly web forms, cascading drop down list boxes is a must, but InfoPath Form Services doesn’t allow you to use them, like you can use them with InfoPath Client.
(Filter Data on DataConnections/DataSources are not allowed with InfoPath Web Forms)
This article explains how to use Cascading Drop down list boxes within an InfoPath Web Form in a very easy and re-usable way.
Please download the PDF file containing the step by step guide
HOW_TO_use_Cascading_Dropdown_ListBoxes_within_an_InfoPath_Web_Form.pdf
