I have had luck with MySQL. It fails the "single file" requirement, but it is still fairly simple to control, all files in a given database are stored in the /data directory in it's own subdirectory So it's easy to move and manage the multiple files. The Mysql project i'm working on is for a Linux Server, and I'm developing it on a Windows NT box running Apache. Besides some minor changes in my Perl scripts, it runs correctly on both platforms. MySQL has a very good web based gui called phpMyAdmin that also works on Win32 and UNIX.
As for the specific requirements you mention the only product that behaves that way that I can think of is MS Access, but it's not really a multiuser solution. Any particular reason for the single file requirement?