you can still use database  in your project  without need any instalation in server !
many java database (also free) exist that you can connect to it with its jar file  and all of need
is put that jar file on your project too handling any thing as fast as any other db that need instalation !

one of most popular of this is derby that provided by apache  and you can now download and
learn it from this url :
http://db.apache.org/derby/

i use it in one of my project that need run  on autoplay cd (something like multimedia cd) .