Troubleshooting - InfoPath Integration Failed connection to data source

While opening a worklist item in a remote desktop an Access Denied error is received as shown below:

This error will be displayed while trying to open a worklist item from a user, where the user does not have the necessary Internet Security rights. To rectify this problem perform the following steps:

On the Administrator Machine

	Open Users and Groups in Active Directory
	On the Domain, right-click and select Properties
	Click on the Group Policy tab, and edit the current Group Policy
	Navigate to User Configuration > Windows Settings > Internet Explorer Maintenance > Security
	Right click on Security Zones and Content Rating and select Properties
	Click Continue on the message
	Select Import the current security zones and private settings on both the tabs
	On the Security zones and privacy tab, click on the Modify Settings button and add the trusted sites and set the required Security level.
	Select OK and run the gpupdate/force command on the remote desktop.