Submitting InfoPath form to two locations (DB and SharePoint)

Yes, it is possible to submit InfoPath form to two locations. Create two data connections. One will submit data to database and the other will link to your SharePoint library. Create a rule that will use both data connections when a user hits the submit button.

1. Select Tools > Submitting Forms
2. Click Rules
3. Add a Rule
4. Add two actions: Submit using database connection and Submit using SharePoint connection.
5. Save the settings
6. Publish your form in SharePoint.

Now when user hits the "Submit" button, data from InfoPath form will go to the DB and form will be saved in SharePoint as well. 

-SSA