Distributable database tool to go with application

Question

I'm using Visual Studio 2005, and am somewhat green with it.  I'm getting the class and forms stuff to work, but I'm wondering about data storage.
As my program builds content, I need to store it to a database so when the program starts back up, it can load in what was done before.
So my question is this:
What direction should I look to for a database that would allow me to pass this executable to other people (running windows) that the executable would be able to reference a local database for their use?
Should I just try to stick to access mdb files, or is there a distributable version of SQL Server that I should include as well?  I've used MySQL before,  but if I even get $25 for this app, it would violate  the EULA (as I understand it).
I'm not talking about a huge database need, maybe 10,000 rows max.
Thanks in advance.
Jeff