Databases?

Hey, I am somewhat new to Delphi and pretty much just trying to expand my knowledge of Delphi/Programming :P. I'm done with the basic stuff :P, time to move on .

Anyway, from what i heard databases are a pain in the ***... But i'm homeschooled and got tons of time to get this done and slit my wrists afterwards xD.

Uh... I would like to know :P...

-- The best VCL component
-- How to use it
-- How to install it xD (if it is more than just double click dpk/compile/install.)

Anyway, i'll describe what type of Database i need...

I would like a database that will hopefully be able to...

Store and retrieve information very fast :P.
Have a easy way to retrieve information.
Be able to output all information into a chart.
Hopefully be able to store a package of .gif's? (Don't know if databases are ever able to do that :P)

If possible, it would be great for it to be able to convert a SQL database to w/e type of database the current one is stored in...

(Not a website SQL, just a database.SQL file... as in no internet connection to it is necessary :P).

-- If i'm unclear or don't make sense, it is just because this is my first experience with databases and all i know is that they store information XD --

If you need more information, or clarification feel free to post what you want me to tell you .