Actually the documentation states that WAS 3.5 requires Universal DB2 Enterprise Edition v7.1 with fixpack or higher.
If you do not have DB2 too it should install if you have selected the correct option during installation which does not install a database but something like cloudscape.
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Mahindrakar
IBM Application Server & Developer Forum Moderator Consultant -
Zensar Technologies ,Pune India.
SCJP2, SCJD2 & SCJEA (Part I)