See http://www.postgresql.org

It's a real data base engine with transactions, triggers, sequences, ODBC,
JDBC, etc... And pretty easy to get going.  MPSQL is a very nice GUI front-end
for SQL work.  There are other databases (like MySQL) but most don't have
transactions,  and if your going on the work on REAL engines (Oracle, Informix)
you NEED to know how to use transactions.

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