I have a WPF application that stores a large amount of information in XML files and as the user uses the application they add more information to the XML files. It's basically using the XML files as a database. Since over the life of the program the XML files have gotten quite large, and I've been think about putting the data on a website, I've been looking into how to move all the information into an SQL database.

I've used SQL databases with web applications (PHP, Ruby, and ASP.NET) but never with a Desktop application. Ideally I'd like to be able to keep all the information in one database file and distribute it along with the application without requiring the user to connect to a remote database (so they don't need an internet connection - though eventually it would be nice if could compare the local file's version with one online somewhere and update if necessary) and without making them install a local database server on their computer. Is this possible?

I'd also like to use LINQ with any new database solution so switching to a database doesn't force to many changes (I read the XML with LINQ).

I'm sure this question has been asked and that there are already some good tutorials on the subject but I just can't find them.