[technobard]

A slight bit of clarification: SQL stands for Structured Query Language. It is the language used to query, update, delete, and insert data in a database. SELECT ID, FIRSTNAME, LASTNAME FROM PERSON is an example of an SQL statement.

All of the popular databases today are considered relational databases. This just means that the data is stored in row-based tables (like PERSON in the example above) and that the data in different tables can be related through common columns and rules to govern how the data is related. For example, a "PERSON (table) has one or more ADDRESS (table)" describes a relationship between the PERSON data and the ADDRESS data. There are other database types, object oriented databases being one example, but because relational databases are so popular, when you see the word "database" written, the author is almost always referring to a relational database.

I have seen some people refer to Microsoft's SQL Server as simply "SQL", but that is an unfortunate and confusing reference.

I agree with Redhead that the simplest way to get started is to use MySQL on Windows.