starting in JDBC

Hello,

I know already a bit of J2SE but I'd like to start programming with JDBC. The problem is, I don't have a PC myself, I use those at the university lab, so I have some restrictions installing stuff. I've started reading Sun's JDBC tutorial but they just say "will need a DBMS, ask your admin to install and configure it", but hey, no admin for this, so I need to know... can I do it without installing those **** InstallShield stuff which try to write in the windows registry? Do I need to configure a DB server? Can I do it like with MySQL? Where can I find that information? Yeah, I know, "google it", but in fact sometimes it's so much faster and easier if someone can help just a bit, so well I'm trying...