If the user has InfoPath installed on their PC the form will default to open in InfoPath. This is not desirable. All forms should open in the browser not in InfoPath. Why? Because some users in the company my have infopath installed and some may not. It's unrealistic to uninstall InfoPath on users computers just so the forms will open in the browser.
Please review this video for more details: http://www.youtube.com/watch?v=lkIeE8MTnSc
I had the same problem. For me, pasting "?OpenIn=Browser" after the links (by default), solved the problem