DatBases and Pickle Module

[Math]

Hello,

I wonder if someone can help me out.
My native is Dutch, sorry for this....

But I am writing this program, a program which uses Relational DataBase for 
saving all kinds of information in records.
Now I saw another application which stores all kind of identical data in 
plain files, but without any kind of DBMS.
I wonder how they did this?
It also seems alot faster then when working with DBMS.
Can I achieve the same in Python with say..the pickle module.
For instance a dictionary or something else?

Many thanks to you all
Math