Its no substitute for a real db but, if you are stuck in Excel, I find that Microsoft's Power Pivot is a good transitioning step. It comes free with most licenses and is pretty well supported.

It adds SQL Server functionality to Excel, speeding up large queries, adding SQL-like query functionality and greatly extending the limits on data, such as the approx one million row max.

http://www.microsoft.com/en-us/bi/PowerPivot.aspx