I'm going to create a desktop application for the end user, so I need a small small database like Firebird or SqlLite. Does Entity Framework 4 support databases other than SQL Server?
ADO.NET Data Providers on MSDN lists several third-party data providers for ADO.NET. Firebird and SQLite look like what you are after, and both include support for Entity Framework 3.5 (although I don't see mention of EF4 support).
Entity Framework supports these database providers: