As soon as I visited your link my spine prickled straight away on reading the first sentence:
"HSQLDB is the leading SQL relational database engine written in Java."
Two things came instantly to mind:
1. Any program written for the desktop in Java is, in all probability, going to absolutely hammer your systems resources to run it effectively. Jave programs are very, very strenuous to run.
2. Given the general lack of competition (there really aren't that many database engines written in Java suitable for desktop use) it becomes pretty easy to see how the claim that HSQLDB is the leading product in that area is not quite as impressive as it might seem.
This link click here leads to a PDF download describing how to use a superb, if slightly involved, solution of OpenOffice, ODBC and MySQL.
ADABAS is also excellent, but does take a lot of getting used to.
The problem with databases is that those who use them demand a good application to work with while those who don't use them are largely indifferent to the application software required to run them and often completely terrified of getting involved with them.
I'll be interested to watch future developments though.