DATABASE problem

Question

I have made an application in C# .NET with SQL SERVER2005 as database......
Now  want to ask that when I will make exe of this file ,then how can I include database to that ,so that when I install my application on client machine database should also install there  because without database my application won't work............

My problem is that how can I include database in exe so that database also get installed on client machine and is it necessary  to install SQL SERVER2005 database on client machine ?