I was trying to connect to a hsql db. I created one by running from C:\\myhsql:
java -cp .;C:\\hsql\\lib\\hsqldb.jar org.hsqldb.Server -database.0 file:db\\m
try using the following connection url in windows connection = DriverManager.getConnection("jdbc:hsqldb:file:///c:/hsqldb/mydb", "SA", "");
If you have any other client running that connects to your db you need to close that.