I have a bunch of data in text format and I need to do some analysis on it. I think SQL will be very efficient but don't want to install a server (like sql server or mysql) all I need is a simple engine I can import the data into and then do a few queries (from the local machine)
is there such a database ?
Is your data tabular? Or is it just text files? If just text files you might want to try a full text indexing search engine such as Lucene (versions available for Java and .NET).
If you're on Windows you can use an Excel spreadsheet as your database and declare it to be an ODBC data source. The tools for this are probably in "System Settings | Administration" or so.
You can then download a simple ODBC SQL client to do your queries on this source. I found a few of those by Googling for ODBC SQL client.