I think you are confusing two things with each other: The form (=XML) and the
form template (XSN). If you are unable to open any of them in InfoPath, do
the following:
You can open a .xml file, which is a filled-out InfoPath form in Notepad
without needing InfoPath. If you cannot open this file, you do not have read
permissions to the file itself.
You can open a .xsn, which is the InfoPath form template, by renaming the
..xsn to .cab. Double-click on the .cab and extract the files it contains to a
location. Open the manifest.xsf file in Notepad, search for the publishUrl
and replace the path for it with an empty string.
publishUrl=""
If the tustLevel is "restricted", you can make it "domain" by removing the
following two attributes from the manifest.xsf
trustLevel="restricted" trustSetting="automatic"
Save and close the manifest.xsf. Then right-click the manifest.xsf and
choose Design. The form template should open in InfoPath and you should be
able to make changes to it and republish it.
Regarding not being able to open the e-mailed form: Do you have the required
permissions to the location where the form template was published? In your
initial post you said it was a shared folder. After a folder is shared, you
also have to set the security permissions on it, before people can access the
files it contains. Double-check the security permissions on the shared folder.