Go to the Oracle download web site: http://www.oracle.com/technology/software/products/database/index.html
and download 10g Express Edition (10gXE -- Western European). You will be able to download 10gXE after you agree to the use-restrictions.
10gXE is both a compact Oracle database system, plus client software for accessing remote databases. Ideally, 10gXE is suited for database client applications that are run on the same machine as the database server. 10gXE is small (compared to previous 10g downloads), weighing in at 165MBs. 10gXE has limitations, which shouldn't be a limitation for us:
There are a total of 3 sections you need to read:
Installation of 10gXE is simple and intuitively obvious. The following is a series of screen snapshots that capture the settings you'll need. Install Oracle at the top of C: (or some other disk); past experience suggests that Oracle doesn't like blanks in its path (e.g., like "Program Files").
Run the
OracleXE installer and click Next.
Accept
the License Agreement.
Next,
choose a destination directory; I put everything in a single
C:\Oracle directory in case I want to install
other Oracle products.
Supply a
password and
don't forget to remember it!
Click
Install.
And
you're done.
This section is optional, but useful. During installation, 10gXE installs a set of services whose names begin with "Oracle". See Figure below. You can find this by Start->Control Panel->Administrative Tools->Services.

Some of two services are started up automatically (see the Startup Type Column), whenever your machine boots. They are OracleServerXE and OracleXETNSListener. Unless you are using Oracle extensively, I prefer to start these services and stop them manually. So, I alter the Startup Time for all Oracle services to "Manual":

To start 10gXE, invoke Start -> All Programs -> Oracle 10g Database Express Edition -> Start Database. This executes the script ...\oraclexe\app\oracle\product\10.2.0\server\BIN\StartDB.bat, which manually starts OracleServerXE and OracleXETNSListener.
To stop 10gXE, Start -> All Programs -> Oracle 10g Database Express Edition -> Stop Database. This executes the script ...\oraclexe\app\oracle\product\10.2.0\server\BIN\StopDB.bat. It is this latter file you should edit, by adding the red line below that stops the OracleXETNSListener:
net stop OracleServiceXE
net stop OracleXETNSListener
In this way, when you start 10gXE, you start a pair of services. When you stop 10gXE, you stop both of its services. Only when you need OracleXE are its services running.
Login as a System Administrator (user: sys, and provide whatever password you gave during installation). Click Administration->Database Users->Manage Users. The account to be activated is HR. Unlock the account and save the change by clicking Alter User. Also, change the password to 'HR', and grant all system privileges. You're now ready to log-out, and login as the HR user (default password HR) to create whatever databases you'd like. Alternatively, you could create your own account. Good luck!