If you really want to give your users a good experience, I would suggest you implement the built-in database in your application.
Take a look: http://www.h2database.com/
It is free and open source, and I use it a lot. It supports built-in (where it creates flat database files on the computer), in memory and in server mode, where you have the ability to allow multiple applications to share the same database.
This is just a jar file that you add to your application, and then users do not need to install either MySQL, have access to MySQL on a network drive, or install other database software. (depending on your requirements, it might also be a good idea to look into Hibernate to have some abstraction between different DBMSs).
source share