I have developed a java web application and make installer of the application. This application is using SQL Server 2000,
Now I want, when user installs this application on his/her machine, the installer install the database also, if the machine does not have SQL Server then it install the SQL Server on user machine & create the database.

Is it possible? if yes then how can I do this?
What are the pros & cons of doing this?

Regards
Ashish

You had better explore the legality of that, first.

Even if it were legal (it won't be) it's A Very Bad Thing to do.
It's as bad as installing the application server as part of the application installation.

The application should set the availability of the application and database servers as an installation requirement, and make use of the standard deployment mechanisms of the application server rather than juryrigging something.

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