If you want to learn about SQL as well as gain some hands on experience, without having access to one of the more established major industry based databases, buy this book.
The book comes with a CDROM which uses a database by the name of SQLBase, (Yep like you I had never heard of it before). However once installed the book provides excellent examples and exercises on all the normal SQL commands used to manipulate a database.
The level of the examples and exercises are just right, along with the topics covered in each chapter.
Just a word of warning, this book is obviously a bit dated, as it warns you about the possiblity of having read errors from the CD if used on a CDROM of 5x speed or over! (I am fortunate to still have my circa 1996 PC lying around). Apart from this, great introduction to SQL before you go big time with one of the major players.