Please do suggest an embedded database with row locking feature for c# ?
Isn't that a self-defeating request? If you are embedding the database then it's just accessing a file from your executable. The file wouldn't support row locking and any row locking by the embedded database would be limited to the scope of your application. Are you building a multi-threaded application?
EDIT
Before you down vote... read the comments too!
Firebird might be an option if you are looking for a free one.
ESENT is an embedded database which is part of Windows (the Active Directory uses it). It has row locking but no query engine. The managed interface is here:
I dont quite understand why you would need row locking with an embedded database? Are you using multiple threads for access across multiple connections or transactions? or are you assuming that other processes can access the datafile?
Assuming that the row locking is a mistake, Microsoft offers a good choice with SQL Server Compact edition (http://www.microsoft.com/sqlserver/2008/en/us/compact.aspx). This is fully embeddable, and is reasonably compatible with the full SQL Server stack.