SQLite is the smallest database server we know. The engine itsself is about 500 KB – considerably less than other engines. It can be downloaded from http://www.sqlite.org/ .
Once downloaded, it can be started by: sqlite3 test.db. Here, the sqlite3 is the database engine that is called and test.db the database.
I have downloaded a graphical client ( SQLite2009Pro ), that allows us to maintain the database. Moreover, the client also contains OBDC drivers which allows the exchange of data from different datasources to SQLlite.

I understand that SQLite is the database that is most widely used in the world. It is contained in MP3 players, cellphones, but also in programmes like Morzilla, PHP etc. Most likely, most users are not even aware that they have a SQLite database as it is embedded software.

I myself installed everything in about an hour: it is really straightforward.