My problem is that I need my java program to create this database in run time...
Don't know if this is even possible. Since a connection object needs an existing database to connect to, you can't use a connection if it doesn't exist. So although you may be able to make some sort of system call outside java, there is no way using jdbc.
Another solution would be to use text files (like random access files ). "I'm working on a very little program and I need to save some data in a database. " This leads me to believe that the scope is relatively small and that using textfiles might be sufficient.
Jamie