SqlLite is looking very good.

Don Park posts about it.  And announces:

Upcoming PHP 5 will include and use SQLLite as its default database engine

Very positive testimonial
This PHP site loves it :

…SQLite is a godsend.  It provides a very intelligent file management and indexing system, coupled with a data abstraction interface – SQL.  I imagine SQLite to be used inplace of custom flatfile systems, and custom flatfile management.  Its a small, low-level library that manages optimizes and manages file access and manipulation.

Windows CE 5.0 Supports LockFileEx(). However:

There aren’t any Pocket PC devices shipping on Windows CE 5.0, so, at this point developers must develop against Windows Mobile 2003 and Windows Mobile 2003 Second Edition – both of which are based on Windows CE 4.2. Or was your question more of a "what’s new in Windows CE 5.0" ?

C++ Wrapper for SqlLite at CodeProject
SqlLite++
SqlLite for Windows CE

SqLite 3.0 released