Desktop Programming Language

[ZiNgA BuRgA]

I haven't really used either, but probably VB .NET or C# .NET - at least, those are fairly widely used.

Usually you don't really use a DBMS for many desktop applications (usually lack of a server), though if your application requires one you could use something like sqlite (Firefox, for example, uses sqlite).  IDK if there's .NET libraries to use sqlite - probably is though.