This paper introduces how I applied the "learning by doing" method in the education of advanced knowledge of database systems in Software Engineering BSc program. The first goal of my method is to enable the students to use the PL/SQL and SQL as a skill, namely they get a practical competence which can be immediately used in business. In the laboratory the students independently practise the material learnt on the lecture. They get feedback for all their activities from the teacher. A software system helps administer the solutions, automatically verifies the syntax of them and helps the teacher to evaluate them. The paper summarises the results of three semesters. In the last year I compared the active learning method with the traditional method. I asked the students in a voluntary survey about the active learning method.