The problem is simple, your web application needs a Root site. This is common when you create a site with the wizard so you get http://xxx/sites/mynewsite. What we can it is to create a site for http://xxx/.
- Go to Central Administration.
- Site Collections->Create site collections.
- Select web application where you want to create site collection from the drop down.
- Give a desiredtitle/description and select “/” from the URL drop down. Front slash stands for a top level site. You will not see it listed in the drop down if you have already created a top level site collection because you can only create one top level site collection per web application.
- Try Infopath 2010 now!