What are the libraries create programs in java that utilizes personal files like a database and it's not necessary to install database services on the pc you will utilize it?

Derby and Hypersonic SQL can both be run in memory and server modes.

there's an excellent java binding for SQLite databases known as SqliteJDBC:

http://www.zentus.com/sqlitejdbc/

How about H2?

H2 is really a relational database management system designed in Java. It may be baked into Java programs or run within the client-server mode. The disk footprint (size the jar file) is all about 1 Megabytes. (Wikipedia)

We're effectively using http://www.sqlite.org/ together with http://www.zentus.com/sqlitejdbc/ as JDBC driver.

Derby can run within the Embedded mode as pointed out above. It really is incorporated in Java 6 SE and known as Java DB rather (although it really is just Apache Derby). It is extremely simple to use, even though default database tool (ij) is not great. I'd use something similar to SQuirreL SQL to see the information.

For instance HSQLDB or Apache Derby can run in Embedded mode.

Aside from the already pointed out embedded relational databases, you will find also non-relational embedded Java databases like exist (an XML DB) or db4o (an item DB).