Forgive me saying this, but forget it. Didn't you wonder why are the expensive ones so expensive if it would be so easy to develop one?
First off all, you need to determine your requirements, and your licensing constraints, than look for a solution. There are several open source and free database engines that have ado.net provider, even linq support.
Here are some:
Microsoft SQL Server Express[
^]
Firebird[
^]
MySQL[
^]
PostgreSQL[
^]
Oracle express[
^]
And let's not talk about non-relational, not sql based servers, and embedded (not client-server) editions...