Duh,
I've started using SQL Server 2005 Express (the free one) and it's fantastic. By default, it doesn't allow network connections, however if you download and install SQL Server Management Studio Express, it's a front end to allow configuration of the dbase as well as user access and accounts. Essentially the main difference between express and the full biccy is that express will not address a dbase greater than 4gb and it will only use 1 CPU in a multiple CPU machine. I've found the dbases I'm creating with severall hundred thousand entries is nowhere near the limits.
Have a search also on Microsoft for their webcasts - there is an excellent starter series there on using SQL Express and VB.NET and C# and I'm sure you could use VBA with OLEDB to get access to Express if you really wanted.
Hope this helps.
Cheers,
Glenn.