For what MS SQL server 2008 is required?

I want to know that if we take a web hosting service from any website hosting service providers,then do I need MS SQL Server 2008 to install in my PC?I already know I also need to learn all other things like HTML,CSS,JavaScript,JAVA,PHP,CGI and AJAX. I m interested in learning how to create a website. So I m sure that both web designing n web development r included in my things to do.Plz tell me that will I really need MS SQL server 2008 for it? Thanks in advance.