Jdbc application without RDBMS?

Hello,
I am new to JDBC programming and I would like to ask you how can I build an application which uses a database in a great extend and is independent of any RDBMS software. I mean that when a user installs the application I am going to build, should they have an RDBMS installed on their PC ?
Can I use native protocol all java drivers and finally what requirements does such an application imposes in terms of installation in a users machine ?
Thank you

Thank you for your suggestions. I have found the relevant websites and will use the most appropriate for my project.

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as the 6u15 just arrived and the above mentioned bug should've been fixed (though I was unable to verify through the release notes), the error is still in there.
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